+1,472.6%
DHI vs STLA
+246.1%
+1,226.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -5.3% | -5.2% | -0.1% | -4.1% |
| 3M | -7.8% | -24.9% | +17.1% | -1.6% |
| 6M | -5.4% | -25.2% | +19.8% | +0.9% |
| YTD | -2.7% | -51.4% | +48.7% | +13.9% |
| 1Y | -21.0% | -40.7% | +19.7% | -12.6% |
| 3Y | +22.2% | -66.3% | +88.4% | +51.0% |
| 5Y | +62.2% | -63.2% | +125.4% | +92.6% |
| 10Y | +414.3% | +48.7% | +365.5% | +361.3% |
| All | +1,472.6% | +246.1% | +1,226.5% | +1,213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling