+9.1%
DHI vs STT
+53.6%
-44.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +7.4% |
| 7D | +9.8% | -0.1% | +9.9% | +9.8% |
| 30D | +17.8% | -1.7% | +19.5% | +18.4% |
| 3M | +4.7% | -6.4% | +11.1% | +6.7% |
| 6M | +10.0% | +17.7% | -7.7% | +1.6% |
| YTD | +10.0% | +36.9% | -26.9% | -3.8% |
| 1Y | +9.1% | +52.0% | -42.9% | -13.3% |
| All | +9.1% | +53.6% | -44.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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