+9.8%
DHI vs TNA
+18.5%
-8.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -13.6% | +14.0% | +4.4% |
| 7D | +7.6% | -14.0% | +21.6% | +12.0% |
| 30D | +15.3% | -12.5% | +27.7% | +19.1% |
| 3M | +4.4% | -28.8% | +33.2% | +14.7% |
| 6M | +8.3% | -18.4% | +26.7% | +13.3% |
| YTD | +10.4% | +15.1% | -4.7% | +2.0% |
| 1Y | +9.8% | +14.7% | -4.9% | +0.3% |
| All | +9.8% | +18.5% | -8.7% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling