+404.6%
DHI vs TAP
-49.9%
+454.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -3.4% | -3.9% | +0.5% | -2.1% |
| 30D | -5.4% | -5.3% | -0.2% | -3.7% |
| 3M | -10.4% | -3.8% | -6.7% | -9.4% |
| 6M | -2.8% | -11.4% | +8.6% | +0.9% |
| YTD | -3.4% | -13.7% | +10.3% | +1.1% |
| 1Y | -22.9% | -17.2% | -5.7% | -18.3% |
| 3Y | +20.7% | -33.1% | +53.7% | +35.4% |
| 5Y | +62.1% | +0.8% | +61.3% | +58.0% |
| All | +404.6% | -49.9% | +454.5% | +428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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