+404.6%
DHI vs STLA
+55.1%
+349.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.0% |
| 7D | -3.4% | -2.9% | -0.5% | -2.5% |
| 30D | -5.4% | +0.9% | -6.4% | -5.9% |
| 3M | -10.4% | -21.6% | +11.2% | -3.6% |
| 6M | -2.8% | -21.6% | +18.9% | +4.2% |
| YTD | -3.4% | -50.4% | +47.0% | +18.6% |
| 1Y | -22.9% | -43.6% | +20.7% | -10.4% |
| 3Y | +20.7% | -66.4% | +87.1% | +61.2% |
| 5Y | +62.1% | -62.3% | +124.4% | +100.6% |
| All | +404.6% | +55.1% | +349.5% | +325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling