+2.0%
DHI vs STLD
+1.9%
+0.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | +9.8% | -0.1% | +9.9% | +9.6% |
| 3M | -2.2% | -9.2% | +7.0% | -0.8% |
| 6M | +2.0% | +1.8% | +0.3% | -3.0% |
| All | +2.0% | +1.9% | +0.1% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling