+22.2%
DHR vs STLA
-75.4%
+97.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | +0.2% | -11.6% | +11.8% | +2.4% |
| 30D | +6.4% | -6.2% | +12.5% | +7.3% |
| 3M | +13.6% | -24.6% | +38.2% | +19.2% |
| 6M | +41.9% | -44.9% | +86.8% | +58.0% |
| YTD | +3.4% | -62.3% | +65.7% | +23.8% |
| 1Y | +9.9% | -61.8% | +71.7% | +30.8% |
| All | +22.2% | -75.4% | +97.6% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling