+63.2%
DHI vs BN
+33.2%
+30.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -3.4% | -5.2% | +1.8% | -0.6% |
| 30D | -5.4% | -14.5% | +9.0% | +2.8% |
| 3M | -10.4% | -15.0% | +4.5% | -2.3% |
| 6M | -2.8% | -5.4% | +2.6% | 0.0% |
| YTD | -3.4% | -16.4% | +13.0% | +5.3% |
| 1Y | -22.9% | -16.2% | -6.7% | -16.5% |
| 3Y | +20.7% | +67.5% | -46.8% | -16.9% |
| All | +63.2% | +33.2% | +30.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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