+63.2%
DHI vs BDX
-2.2%
+65.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -3.4% | -3.2% | -0.2% | -2.0% |
| 30D | -5.4% | -2.5% | -2.9% | -4.3% |
| 3M | -10.4% | +21.4% | -31.9% | -17.9% |
| 6M | -2.8% | +10.4% | -13.2% | -7.2% |
| YTD | -3.4% | +18.8% | -22.2% | -10.9% |
| 1Y | -22.9% | +21.7% | -44.6% | -29.6% |
| 3Y | +20.7% | -10.0% | +30.6% | +22.9% |
| All | +63.2% | -2.2% | +65.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling