-22.9%
DHI vs BNS
+49.3%
-72.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -5.4% | +3.5% | -8.9% | -6.9% |
| 3M | -10.4% | +14.1% | -24.5% | -16.8% |
| 6M | -2.8% | +33.8% | -36.5% | -17.5% |
| YTD | -3.4% | +29.5% | -32.9% | -18.3% |
| 1Y | -22.9% | +48.4% | -71.3% | -42.5% |
| All | -22.9% | +49.3% | -72.2% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling