+661.1%
BX vs DHI
+414.5%
+246.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | -5.6% | -3.4% | -2.2% | -4.1% |
| 30D | -12.2% | -5.4% | -6.8% | -9.9% |
| 3M | +7.4% | -10.4% | +17.8% | +12.5% |
| 6M | +22.2% | -2.8% | +24.9% | +22.4% |
| YTD | -14.0% | -3.4% | -10.6% | -14.1% |
| 1Y | -27.3% | -22.9% | -4.4% | -19.7% |
| 3Y | +24.5% | +20.7% | +3.9% | +5.8% |
| 5Y | +18.9% | +62.1% | -43.3% | -14.3% |
| All | +661.1% | +414.5% | +246.5% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling