+65.2%
DHI vs BAM
+66.2%
-1.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.4% | -6.6% | +3.2% | -1.0% |
| 30D | -5.4% | -12.4% | +7.0% | -0.9% |
| 3M | -10.4% | +2.4% | -12.8% | -11.3% |
| 6M | -2.8% | +7.9% | -10.7% | -5.4% |
| YTD | -3.4% | -7.0% | +3.6% | -1.6% |
| 1Y | -22.9% | -13.4% | -9.5% | -19.9% |
| 3Y | +20.7% | +46.9% | -26.2% | -2.4% |
| All | +65.2% | +66.2% | -1.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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