+16,706.2%
STX vs DHI
+2,095.1%
+14,611.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | +9.6% | -2.3% | +11.9% | +10.2% |
| 30D | +10.6% | -5.3% | +15.9% | +12.0% |
| 3M | +4.8% | -7.8% | +12.6% | +6.0% |
| 6M | +137.3% | -5.4% | +142.6% | +137.5% |
| YTD | +222.5% | -2.7% | +225.2% | +219.1% |
| 1Y | +366.2% | -21.0% | +387.2% | +387.4% |
| 3Y | +1,352.9% | +22.2% | +1,330.7% | +1,191.0% |
| 5Y | +1,077.4% | +62.2% | +1,015.3% | +839.2% |
| 10Y | +3,621.5% | +414.3% | +3,207.2% | +1,867.4% |
| All | +16,706.2% | +2,095.1% | +14,611.1% | +4,591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling