-22.1%
DHI vs STLD
+84.3%
-106.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -6.1% | -3.6% | -2.5% | -5.2% |
| 30D | -10.1% | -10.1% | 0.0% | -7.7% |
| 3M | -7.3% | -11.4% | +4.1% | -4.8% |
| 6M | -6.1% | +30.8% | -36.9% | -14.8% |
| YTD | -5.0% | +40.7% | -45.7% | -16.6% |
| 1Y | -22.1% | +80.8% | -102.9% | -34.9% |
| All | -22.1% | +84.3% | -106.4% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling