+53.8%
SAP vs DHI
+19.0%
+34.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | -5.1% | -6.1% | +1.0% | -4.1% |
| 30D | -1.8% | -10.1% | +8.3% | -0.1% |
| 3M | +20.9% | -7.3% | +28.3% | +22.2% |
| 6M | +7.0% | -6.1% | +13.1% | +7.5% |
| YTD | -13.7% | -5.0% | -8.7% | -13.7% |
| 1Y | -19.6% | -22.1% | +2.5% | -17.2% |
| All | +53.8% | +19.0% | +34.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3y: compounded portfolio wealth divided by compounded DHI 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…
3y analysis · Full analysis span regression · 6 months rolling