+204.4%
DHR vs STLA
+51.6%
+152.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -5.0% | -3.8% | -1.2% | -4.2% |
| 30D | -3.3% | -3.1% | -0.2% | -2.8% |
| 3M | +9.4% | -19.6% | +29.1% | +14.1% |
| 6M | +3.2% | -23.5% | +26.6% | +8.2% |
| YTD | -12.0% | -51.5% | +39.5% | +1.0% |
| 1Y | +4.9% | -39.7% | +44.5% | +13.5% |
| 3Y | -7.4% | -66.3% | +59.0% | +10.6% |
| 5Y | -29.8% | -63.1% | +33.4% | -20.0% |
| All | +204.4% | +51.6% | +152.7% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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