+12,289.5%
DHI vs STZ
+7,284.6%
+5,004.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.0% |
| 7D | -6.1% | -4.1% | -2.0% | -4.9% |
| 30D | -10.1% | -7.6% | -2.5% | -7.9% |
| 3M | -7.3% | -12.3% | +5.0% | -3.6% |
| 6M | -6.1% | -16.3% | +10.2% | -1.2% |
| YTD | -5.0% | -8.4% | +3.3% | -3.1% |
| 1Y | -22.1% | -10.8% | -11.3% | -20.0% |
| 3Y | +19.2% | -49.0% | +68.2% | +44.4% |
| 5Y | +59.4% | -36.5% | +95.9% | +79.7% |
| 10Y | +401.8% | -10.3% | +412.2% | +397.2% |
| All | +12,289.5% | +7,284.6% | +5,004.9% | +4,279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling