+12,596.5%
DHI vs STT
+3,572.2%
+9,024.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.3% | +1.0% | -3.3% | -2.7% |
| 30D | -5.3% | +2.8% | -8.1% | -6.5% |
| 3M | -7.8% | +18.1% | -25.9% | -14.6% |
| 6M | -5.4% | +59.2% | -64.6% | -23.1% |
| YTD | -2.7% | +51.5% | -54.1% | -19.5% |
| 1Y | -21.0% | +75.7% | -96.6% | -38.9% |
| 3Y | +22.2% | +200.8% | -178.6% | -26.3% |
| 5Y | +62.2% | +155.8% | -93.6% | +1.4% |
| 10Y | +414.3% | +266.4% | +147.9% | +149.5% |
| All | +12,596.5% | +3,572.2% | +9,024.3% | +2,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling