+17.7%
STM vs DHI
+56.7%
-39.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.5% |
| 7D | -1.1% | -6.1% | +5.1% | +1.8% |
| 30D | -7.8% | -10.1% | +2.3% | -3.5% |
| 3M | -28.2% | -7.3% | -20.9% | -26.3% |
| 6M | +52.0% | -6.1% | +58.1% | +54.6% |
| YTD | +96.4% | -5.0% | +101.4% | +97.5% |
| 1Y | +98.8% | -22.1% | +120.9% | +118.2% |
| 3Y | +18.3% | +19.2% | -1.0% | -0.6% |
| 5Y | +17.7% | +59.4% | -41.7% | -21.9% |
| All | +17.7% | +56.7% | -39.0% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling