+404.6%
DHI vs BAH
+207.9%
+196.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -3.4% | +4.3% | -7.7% | -4.6% |
| 30D | -5.4% | -2.5% | -3.0% | -4.9% |
| 3M | -10.4% | -0.9% | -9.5% | -10.7% |
| 6M | -2.8% | +1.5% | -4.2% | -4.3% |
| YTD | -3.4% | -8.0% | +4.6% | -3.3% |
| 1Y | -22.9% | -24.7% | +1.8% | -18.1% |
| 3Y | +20.7% | -28.4% | +49.1% | +23.7% |
| 5Y | +62.1% | +2.8% | +59.3% | +40.5% |
| All | +404.6% | +207.9% | +196.6% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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