+12,289.5%
DHI vs BBWI
+724.9%
+11,564.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.9% |
| 7D | -6.1% | -8.0% | +1.9% | -3.4% |
| 30D | -10.1% | -6.6% | -3.5% | -8.5% |
| 3M | -7.3% | -2.7% | -4.6% | -7.5% |
| 6M | -6.1% | -12.8% | +6.7% | -4.0% |
| YTD | -5.0% | -10.5% | +5.4% | -4.8% |
| 1Y | -22.1% | -35.3% | +13.2% | -14.4% |
| 3Y | +19.2% | -47.7% | +67.0% | +32.1% |
| 5Y | +59.4% | -68.9% | +128.3% | +100.8% |
| 10Y | +401.8% | -58.0% | +459.8% | +333.0% |
| All | +12,289.5% | +724.9% | +11,564.5% | +3,245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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