+63.2%
DHI vs TAP
-0.1%
+63.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | -3.4% | -3.9% | +0.5% | -1.9% |
| 30D | -5.4% | -5.3% | -0.2% | -3.5% |
| 3M | -10.4% | -3.8% | -6.7% | -9.3% |
| 6M | -2.8% | -11.4% | +8.6% | +1.4% |
| YTD | -3.4% | -13.7% | +10.3% | +1.8% |
| 1Y | -22.9% | -17.2% | -5.7% | -17.6% |
| 3Y | +20.7% | -33.1% | +53.7% | +37.3% |
| All | +63.2% | -0.1% | +63.3% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling