-18.2%
DHI vs STZ
-10.2%
-8.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | -5.5% | -1.9% | -3.6% | -5.0% |
| 3M | -2.2% | -6.2% | +4.0% | -0.5% |
| 6M | -6.0% | -14.0% | +8.1% | -2.0% |
| YTD | 0.0% | -5.1% | +5.1% | -1.5% |
| 1Y | -18.2% | -9.6% | -8.7% | -17.8% |
| All | -18.2% | -10.2% | -8.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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