+404.6%
DHI vs STZ
-11.3%
+415.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | -3.4% | -4.5% | +1.1% | -1.5% |
| 30D | -5.4% | -8.6% | +3.2% | -1.8% |
| 3M | -10.4% | -13.8% | +3.3% | -4.7% |
| 6M | -2.8% | -17.2% | +14.4% | +4.9% |
| YTD | -3.4% | -9.4% | +5.9% | -0.6% |
| 1Y | -22.9% | -11.9% | -11.1% | -19.9% |
| 3Y | +20.7% | -49.6% | +70.3% | +59.3% |
| 5Y | +62.1% | -37.2% | +99.3% | +91.1% |
| All | +404.6% | -11.3% | +415.9% | +395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling