+404.6%
DHI vs BHP
+496.8%
-92.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.4% | -3.6% | +0.2% | -2.2% |
| 30D | -5.4% | -1.2% | -4.3% | -5.2% |
| 3M | -10.4% | +1.2% | -11.6% | -11.3% |
| 6M | -2.8% | +21.4% | -24.2% | -10.3% |
| YTD | -3.4% | +50.4% | -53.8% | -18.2% |
| 1Y | -22.9% | +67.5% | -90.4% | -37.5% |
| 3Y | +20.7% | +72.8% | -52.1% | -4.8% |
| 5Y | +62.1% | +112.6% | -50.5% | +12.9% |
| All | +404.6% | +496.8% | -92.3% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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