+6,451.9%
BNY vs DHI
+12,501.5%
-6,049.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -1.3% | -3.4% | +2.1% | -0.4% |
| 30D | -0.2% | -5.4% | +5.3% | +1.2% |
| 3M | +14.9% | -10.4% | +25.4% | +17.7% |
| 6M | +40.0% | -2.8% | +42.8% | +39.8% |
| YTD | +42.0% | -3.4% | +45.4% | +41.3% |
| 1Y | +56.9% | -22.9% | +79.8% | +65.0% |
| 3Y | +289.9% | +20.7% | +269.2% | +251.4% |
| 5Y | +259.2% | +62.1% | +197.1% | +191.4% |
| 10Y | +413.3% | +410.4% | +2.8% | +185.4% |
| All | +6,451.9% | +12,501.5% | -6,049.6% | +1,597.0% |
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