+7,558.1%
DHI vs STLD
+8,593.6%
-1,035.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.9% |
| 7D | -6.1% | -0.5% | -5.6% | -6.1% |
| 30D | +9.8% | -0.1% | +9.9% | +9.3% |
| 3M | -2.2% | -9.2% | +7.0% | 0.0% |
| 6M | +2.0% | +1.8% | +0.3% | -0.2% |
| YTD | +3.3% | +42.1% | -38.8% | -10.7% |
| 1Y | +1.5% | +58.5% | -57.0% | -15.5% |
| 3Y | +24.0% | +128.2% | -104.2% | -12.4% |
| 5Y | +61.2% | +288.2% | -227.0% | -10.1% |
| 10Y | +503.7% | +799.8% | -296.1% | +124.2% |
| All | +7,558.1% | +8,593.6% | -1,035.6% | +866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling