+12,501.5%
DHI vs BDX
+4,392.5%
+8,109.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -3.4% | -3.2% | -0.2% | -2.2% |
| 30D | -5.4% | -2.5% | -2.9% | -4.5% |
| 3M | -10.4% | +21.4% | -31.9% | -16.9% |
| 6M | -2.8% | +10.4% | -13.2% | -6.7% |
| YTD | -3.4% | +18.8% | -22.2% | -9.9% |
| 1Y | -22.9% | +21.7% | -44.6% | -28.7% |
| 3Y | +20.7% | -10.0% | +30.6% | +22.7% |
| 5Y | +62.1% | -1.8% | +63.9% | +58.6% |
| 10Y | +410.4% | +58.8% | +351.7% | +301.2% |
| All | +12,501.5% | +4,392.5% | +8,109.0% | +3,738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling