+12,882.1%
BLK vs DHI
+5,397.5%
+7,484.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | -3.3% | -3.4% | +0.1% | -2.2% |
| 30D | -6.5% | -5.4% | -1.1% | -4.9% |
| 3M | +6.7% | -10.4% | +17.2% | +10.1% |
| 6M | +14.7% | -2.8% | +17.5% | +14.9% |
| YTD | +2.5% | -3.4% | +5.9% | +2.5% |
| 1Y | -2.8% | -22.9% | +20.1% | +4.0% |
| 3Y | +65.9% | +20.7% | +45.2% | +48.9% |
| 5Y | +33.0% | +62.1% | -29.2% | +6.5% |
| 10Y | +281.2% | +410.4% | -129.2% | +101.6% |
| All | +12,882.1% | +5,397.5% | +7,484.6% | +3,540.9% |
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