+404.6%
DHI vs BNS
+188.9%
+215.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -5.4% | +3.5% | -8.9% | -7.8% |
| 3M | -10.4% | +14.1% | -24.5% | -18.5% |
| 6M | -2.8% | +33.8% | -36.5% | -20.5% |
| YTD | -3.4% | +29.5% | -32.9% | -19.6% |
| 1Y | -22.9% | +48.4% | -71.3% | -41.6% |
| 3Y | +20.7% | +129.6% | -108.9% | -32.8% |
| 5Y | +62.1% | +96.1% | -33.9% | -0.2% |
| All | +404.6% | +188.9% | +215.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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