+795.1%
BKNG vs DHI
+4,018.1%
-3,223.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | -10.7% | -6.1% | -4.5% | -8.9% |
| 30D | -18.1% | -10.1% | -8.0% | -15.4% |
| 3M | +8.5% | -7.3% | +15.8% | +11.0% |
| 6M | -0.1% | -6.1% | +6.1% | +1.6% |
| YTD | -18.2% | -5.0% | -13.2% | -17.6% |
| 1Y | -19.9% | -22.1% | +2.2% | -14.6% |
| 3Y | +41.6% | +19.2% | +22.4% | +27.7% |
| 5Y | +93.1% | +59.4% | +33.7% | +55.9% |
| 10Y | +214.8% | +401.8% | -187.0% | +68.2% |
| All | +795.1% | +4,018.1% | -3,223.0% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling