+404.6%
DHI vs BAX
-38.1%
+442.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | -3.4% | -7.9% | +4.5% | -0.7% |
| 30D | -5.4% | -11.7% | +6.2% | -1.4% |
| 3M | -10.4% | +16.2% | -26.6% | -15.2% |
| 6M | -2.8% | +32.0% | -34.7% | -12.0% |
| YTD | -3.4% | +24.7% | -28.1% | -12.0% |
| 1Y | -22.9% | -2.6% | -20.3% | -24.1% |
| 3Y | +20.7% | -35.0% | +55.7% | +32.2% |
| 5Y | +62.1% | -67.6% | +129.7% | +128.4% |
| All | +404.6% | -38.1% | +442.7% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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