+3,343.4%
STX vs DHI
+414.5%
+2,928.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.2% |
| 7D | -2.3% | -3.4% | +1.2% | -1.4% |
| 30D | -5.5% | -5.4% | 0.0% | -4.3% |
| 3M | -4.3% | -10.4% | +6.1% | -2.5% |
| 6M | +115.6% | -2.8% | +118.4% | +113.8% |
| YTD | +202.2% | -3.4% | +205.6% | +199.2% |
| 1Y | +325.3% | -22.9% | +348.2% | +348.0% |
| 3Y | +1,283.9% | +20.7% | +1,263.2% | +1,117.7% |
| 5Y | +1,048.3% | +62.1% | +986.2% | +786.7% |
| All | +3,343.4% | +414.5% | +2,928.9% | +1,577.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling