+63.9%
DHI vs BROS
+35.1%
+28.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.6% |
| 7D | -3.4% | -5.8% | +2.3% | -2.7% |
| 30D | -5.4% | -14.0% | +8.5% | -3.6% |
| 3M | -10.4% | -32.5% | +22.0% | -6.2% |
| 6M | -2.8% | -14.9% | +12.1% | -1.4% |
| YTD | -3.4% | -28.3% | +24.9% | -0.3% |
| 1Y | -22.9% | -34.0% | +11.1% | -19.8% |
| 3Y | +20.7% | +63.0% | -42.3% | +5.4% |
| All | +63.9% | +35.1% | +28.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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