+1,412.6%
DHI vs BNS
+1,486.6%
-74.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.2% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | -5.4% | +3.5% | -8.9% | -8.2% |
| 3M | -10.4% | +14.1% | -24.5% | -19.7% |
| 6M | -2.8% | +33.8% | -36.5% | -22.8% |
| YTD | -3.4% | +29.5% | -32.9% | -21.7% |
| 1Y | -22.9% | +48.4% | -71.3% | -43.9% |
| 3Y | +20.7% | +129.6% | -108.9% | -38.2% |
| 5Y | +62.1% | +96.1% | -33.9% | -7.4% |
| 10Y | +410.4% | +186.2% | +224.2% | +106.1% |
| All | +1,412.6% | +1,486.6% | -74.0% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling