+60.5%
DHI vs STT
+154.0%
-93.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -6.1% | -1.4% | -4.8% | -5.6% |
| 30D | -10.1% | +2.2% | -12.3% | -11.0% |
| 3M | -7.3% | +18.8% | -26.1% | -14.3% |
| 6M | -6.1% | +57.9% | -64.0% | -23.1% |
| YTD | -5.0% | +51.0% | -56.0% | -21.1% |
| 1Y | -22.1% | +77.1% | -99.3% | -39.9% |
| 3Y | +19.2% | +199.8% | -180.6% | -28.3% |
| All | +60.5% | +154.0% | -93.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling