+404.6%
DHI vs STT
+271.9%
+132.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -5.4% | +1.7% | -7.2% | -6.1% |
| 3M | -10.4% | +17.9% | -28.3% | -16.4% |
| 6M | -2.8% | +55.3% | -58.1% | -18.5% |
| YTD | -3.4% | +52.7% | -56.1% | -18.8% |
| 1Y | -22.9% | +75.7% | -98.6% | -38.9% |
| 3Y | +20.7% | +197.9% | -177.2% | -23.2% |
| 5Y | +62.1% | +158.8% | -96.6% | +5.3% |
| All | +404.6% | +271.9% | +132.7% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling