+896.6%
BSX vs DHI
+12,501.5%
-11,604.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | -10.1% | -3.4% | -6.7% | -9.5% |
| 30D | -16.4% | -5.4% | -11.0% | -15.5% |
| 3M | -8.9% | -10.4% | +1.6% | -7.2% |
| 6M | -38.3% | -2.8% | -35.5% | -38.3% |
| YTD | -54.9% | -3.4% | -51.5% | -55.0% |
| 1Y | -58.8% | -22.9% | -35.9% | -57.3% |
| 3Y | -21.2% | +20.7% | -41.9% | -26.8% |
| 5Y | -3.3% | +62.1% | -65.5% | -16.6% |
| 10Y | +82.8% | +410.4% | -327.6% | +23.5% |
| All | +896.6% | +12,501.5% | -11,604.9% | +280.6% |
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