+12,501.5%
DHI vs BRO
+17,370.2%
-4,868.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.4% | -7.3% | +3.9% | -0.1% |
| 30D | -5.4% | -6.9% | +1.4% | -2.5% |
| 3M | -10.4% | +10.7% | -21.1% | -14.9% |
| 6M | -2.8% | -2.7% | -0.1% | -2.7% |
| YTD | -3.4% | -16.3% | +12.9% | +2.8% |
| 1Y | -22.9% | -29.1% | +6.2% | -11.8% |
| 3Y | +20.7% | -7.8% | +28.5% | +19.7% |
| 5Y | +62.1% | +18.7% | +43.4% | +41.5% |
| 10Y | +410.4% | +291.9% | +118.5% | +169.0% |
| All | +12,501.5% | +17,370.2% | -4,868.7% | +3,968.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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