-2.8%
BLK vs DHI
-21.2%
+18.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -3.3% | -3.4% | +0.1% | -2.4% |
| 30D | -6.5% | -5.4% | -1.1% | -5.2% |
| 3M | +6.7% | -10.4% | +17.2% | +9.3% |
| 6M | +14.7% | -2.8% | +17.5% | +14.0% |
| YTD | +2.5% | -3.4% | +5.9% | +1.5% |
| 1Y | -2.8% | -22.9% | +20.1% | -2.1% |
| All | -2.8% | -21.2% | +18.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling