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Funds (13F)

Diamond Hill Capital Management, LLC (Investment Advisor)

Backtest from 19 Jul 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+10.9%
S&P 500 +13.8%
Last 12 months
+15.8%
S&P 500 +12.1%
Sharpe ratio
0.57
S&P 500 0.77
Biggest drop
−39.1%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$39.4k
StrategyS&P 500 $10,000 in Diamond Hill Capital Management, LLC (Investment Advisor) from 19 Jul 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Diamond Hill Capital Management, LLC (Investment Advisor)'s quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Diamond Hill Capital Management, LLC (Investment Advisor)'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.9%+13.8%
Total return+294%+459%
Last 12 months+15.8%+12.1%
Last 3 months+4.3%—
Last month+8.4%—
This year so far+10.3%—
Volatility a year17.3%15.9%
Sharpe ratio0.570.77
Biggest drop−39.1%−31.8%
Beta to the S&P 5001.001.00
Alpha a year (t-statistic)−2.3% (−1.22)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
AIG3.9%——
ABT3.7%——
CL3.2%——
AON3.1%——
MSFT2.6%——
COF2.4%——
FANG2.3%——
WM2.2%——
ZTS2.1%——
HUM2.0%——
TXN2.0%——
SBAC1.9%——
DIS1.9%——
CRM1.8%——
EXR1.8%——
EQH1.7%——
SYY1.7%——
COO1.6%——
COP1.6%——
KMB1.6%——
BAC1.6%——
UNP1.5%——
AMZN1.5%——
ADBE1.4%——
LH1.4%——
V1.3%——
SOLV1.3%——
BLDR1.1%——
LHX1.1%——
DE1.1%——
MDT1.1%——
CARR1.1%——
TSM1.1%——
TMO1.1%——
GIS1.1%——
MLM1.0%——
RRR1.0%——
NVR1.0%——
DOV0.9%——
FERG0.9%——
EQT0.9%——
ASH0.9%——
PFE0.8%——
AR0.8%——
ELV0.8%——
GOOGL0.8%——
RRX0.8%——
MET0.8%——
META0.8%——
KMX0.7%——
KEY0.7%——
FDX0.6%——
ACN0.6%——
NUE0.6%——
CUBE0.6%——
RKT0.6%——
RHP0.5%——
S0.5%——
HII0.5%——
FBIN0.5%——
POST0.5%——
VRSN0.4%——
ILMN0.4%——
C0.4%——
ESAB0.4%——
BAH0.4%——
TRU0.4%——
CMPR0.4%——
IT0.4%——
WAY0.4%——
RVTY0.4%——
BRBR0.4%——
WCC0.3%——
DVN0.3%——
TFX0.3%——
TFIN0.3%——
UGI0.3%——
TFC0.3%——
MAA0.3%——
LPLA0.3%——
VLTO0.3%——
FCX0.3%——
ICLR0.3%——
WTW0.3%——
EFX0.3%——
STZ0.3%——
FWONK0.3%——
CVX0.3%——
RTO0.3%——
TDY0.3%——
GDDY0.2%——
FCN0.2%——
SSNC0.2%——
FIS0.2%——
LAMR0.2%——
TTC0.2%——
RNR0.2%——
DCO0.2%——
MOH0.2%——
PH0.2%——
ASTH0.2%——
KNF0.2%——
HCA0.2%——
TJX0.2%——
FDXF0.2%——
INVH0.1%——
ULTA0.1%——
D0.1%——
LEA0.1%——
JCI0.1%——
PPLI0.1%——
MLAB0.1%——
UFPT0.1%——
UTZ0.1%——
BRO0.1%——
IGIC0.1%——
ARE0.1%——
MGY0.1%——
CNC0.1%——
ODC0.1%——
PNFP0.1%——
MAMA0.1%——
AVTR0.1%——
FHN0.1%——
MGM0.1%——
ALGT0.1%——
PESI0.1%——
GHM0.1%——
GNRC0.1%——
REXR0.1%——
IIIN0.1%——
VTR0.1%——
FIP0.1%——
USLM0.1%——
TTAM0.1%——
LOB0.1%——
PAL0.1%——
CSR0.1%——
BSX0.1%——
HIG0.1%——
BBCP0.1%——
CURB0.1%——
MYFW0.1%——
LYTS0.0%——
CMT0.0%——
STRW0.0%——
INFU0.0%——
CCS0.0%——
TRNS0.0%——
PRGO0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest19 Jul 2013 to 2 Nov 2026+10.9%+13.8%0.570.77−39.1%1.00−2.3% (−1.22)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.4%+13.9%0.420.66−39.1%0.98−3.5% (−1.27)
Last three years3 Nov 2023 to 2 Nov 2026+15.4%+21.8%0.821.16−14.7%0.66+0.0% (0.01)
Last year7 Nov 2025 to 2 Nov 2026+16.8%+14.2%1.100.84−8.8%0.40+8.1% (0.80)
DateCompanyAction
7 Aug 2026VLTOBought
7 Aug 2026MOHBought
7 Aug 2026INFUBought
7 Aug 2026IIINBought
7 Aug 2026FDXFBought
7 Aug 2026ELVBought
7 Aug 2026EFXBought
7 Aug 2026DVNBought
7 Aug 2026DAKTBought
7 Aug 2026CNCBought
8 May 2026WAYBought
8 May 2026RTOBought
8 May 2026PNFPBought
8 May 2026MGMBought
8 May 2026LYTSBought
8 May 2026LAMRBought
8 May 2026KOPNBought
8 May 2026KNBought
8 May 2026KMBBought
8 May 2026ITBought
8 May 2026CARRBought
8 May 2026BRBRBought
8 May 2026AVTRBought
13 Feb 2026WLKBought
13 Feb 2026WIXBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026WIXSold
7 Aug 2026SBUXSold
7 Aug 2026MSSold
7 Aug 2026HDBSold
7 Aug 2026GMSold
7 Aug 2026ERIISold
7 Aug 2026CRWSSold
7 Aug 2026CIENSold
7 Aug 2026BDXSold
8 May 2026WLKSold
8 May 2026SFSold
8 May 2026RMNISold
8 May 2026PRGSSold
8 May 2026OECSold
8 May 2026MZTISold
8 May 2026LSold
8 May 2026KKRSold
8 May 2026IPSold
8 May 2026FASold
8 May 2026BBWISold
8 May 2026ALKSold
13 Feb 2026UDRSold
13 Feb 2026NDAQSold
13 Feb 2026LULUSold
13 Feb 2026COHRSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest