+404.6%
DHI vs BWA
+156.8%
+247.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | -5.4% | -2.9% | -2.5% | -4.5% |
| 3M | -10.4% | -10.7% | +0.3% | -6.8% |
| 6M | -2.8% | +26.5% | -29.2% | -13.3% |
| YTD | -3.4% | +49.1% | -52.5% | -21.2% |
| 1Y | -22.9% | +52.1% | -75.0% | -37.7% |
| 3Y | +20.7% | +72.6% | -51.9% | -10.2% |
| 5Y | +62.1% | +89.4% | -27.3% | +12.2% |
| All | +404.6% | +156.8% | +247.8% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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