+99.6%
STM vs DHI
-16.9%
+116.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +5.8% | -3.1% | +8.9% | +7.0% |
| 30D | -1.0% | -5.5% | +4.5% | +0.9% |
| 3M | -33.3% | -2.2% | -31.0% | -33.2% |
| 6M | +57.4% | -6.0% | +63.3% | +57.2% |
| YTD | +102.2% | 0.0% | +102.2% | +98.1% |
| 1Y | +99.6% | -18.2% | +117.8% | +102.0% |
| All | +99.6% | -16.9% | +116.5% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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