+136.2%
BP vs DHI
+61.2%
+75.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +5.2% | -3.4% | +8.6% | +5.4% |
| 30D | +8.7% | -5.4% | +14.1% | +9.0% |
| 3M | +9.3% | -10.4% | +19.8% | +9.9% |
| 6M | +13.6% | -2.8% | +16.3% | +13.1% |
| YTD | +37.7% | -3.4% | +41.1% | +36.9% |
| 1Y | +40.6% | -22.9% | +63.5% | +43.1% |
| 3Y | +40.3% | +20.7% | +19.7% | +34.6% |
| All | +136.2% | +61.2% | +75.0% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling