+99.1%
STM vs DHI
-21.2%
+120.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | -1.4% | -3.4% | +2.0% | -0.2% |
| 30D | -4.9% | -5.4% | +0.5% | -3.2% |
| 3M | -34.0% | -10.4% | -23.5% | -31.6% |
| 6M | +51.8% | -2.8% | +54.6% | +50.6% |
| YTD | +99.4% | -3.4% | +102.8% | +97.9% |
| 1Y | +99.1% | -22.9% | +122.0% | +102.0% |
| All | +99.1% | -21.2% | +120.2% | +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