+123.8%
STX vs DHI
+9.6%
+114.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.1% | -16.2% | -6.8% |
| 7D | -20.2% | +9.8% | -30.0% | -18.9% |
| 30D | -37.2% | +17.8% | -55.0% | -35.9% |
| 3M | -34.1% | +4.7% | -38.8% | -32.6% |
| 6M | -24.5% | +10.0% | -34.5% | -24.1% |
| YTD | +102.9% | +10.0% | +93.0% | +102.4% |
| 1Y | +123.8% | +9.1% | +114.7% | +120.7% |
| All | +123.8% | +9.6% | +114.2% | +120.7% |
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