+21.6%
DHI vs STLD
+140.5%
-118.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.3% | -2.8% | +0.5% | -1.6% |
| 30D | -5.3% | -10.4% | +5.1% | -2.7% |
| 3M | -7.8% | -10.6% | +2.8% | -5.5% |
| 6M | -5.4% | +32.7% | -38.1% | -13.1% |
| YTD | -2.7% | +42.8% | -45.5% | -12.8% |
| 1Y | -21.0% | +86.9% | -107.9% | -34.2% |
| All | +21.6% | +140.5% | -118.9% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling