+54.5%
SAP vs DHI
+61.2%
-6.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -4.1% | -3.4% | -0.7% | -3.2% |
| 30D | +1.1% | -5.4% | +6.5% | +2.5% |
| 3M | +26.1% | -10.4% | +36.6% | +29.3% |
| 6M | +9.8% | -2.8% | +12.6% | +9.7% |
| YTD | -13.6% | -3.4% | -10.2% | -13.9% |
| 1Y | -18.7% | -22.9% | +4.2% | -14.2% |
| 3Y | +54.1% | +20.7% | +33.4% | +34.8% |
| All | +54.5% | +61.2% | -6.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling