+12,289.5%
DHI vs BAX
+495.6%
+11,793.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.1% |
| 7D | -6.1% | -5.4% | -0.7% | -4.5% |
| 30D | -10.1% | -12.4% | +2.3% | -6.2% |
| 3M | -7.3% | +19.1% | -26.4% | -12.6% |
| 6M | -6.1% | +38.6% | -44.7% | -15.8% |
| YTD | -5.0% | +26.7% | -31.7% | -13.2% |
| 1Y | -22.1% | +1.0% | -23.1% | -24.0% |
| 3Y | +19.2% | -33.9% | +53.1% | +29.1% |
| 5Y | +59.4% | -67.0% | +126.4% | +111.3% |
| 10Y | +401.8% | -37.5% | +439.3% | +437.3% |
| All | +12,289.5% | +495.6% | +11,793.9% | +8,552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling