+2,169.0%
SAP vs DHI
+6,825.6%
-4,656.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.3% | -2.3% | +2.1% | +0.3% |
| 30D | +0.3% | -5.3% | +5.6% | +1.6% |
| 3M | +16.9% | -7.8% | +24.7% | +19.0% |
| 6M | +6.3% | -5.4% | +11.7% | +7.1% |
| YTD | -12.4% | -2.7% | -9.7% | -12.7% |
| 1Y | -21.6% | -21.0% | -0.7% | -18.0% |
| 3Y | +54.8% | +22.2% | +32.6% | +40.7% |
| 5Y | +56.2% | +62.2% | -6.0% | +29.8% |
| 10Y | +179.0% | +414.3% | -235.2% | +65.0% |
| All | +2,169.0% | +6,825.6% | -4,656.6% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling