-27.9%
DHR vs STLA
-63.2%
+35.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -2.2% | -5.2% | +3.0% | -1.1% |
| 3M | +9.0% | -24.9% | +33.8% | +15.9% |
| 6M | +3.5% | -25.2% | +28.7% | +9.6% |
| YTD | -10.1% | -51.4% | +41.3% | +4.7% |
| 1Y | +6.2% | -40.7% | +46.9% | +15.9% |
| 3Y | -5.4% | -66.3% | +60.9% | +13.9% |
| 5Y | -27.9% | -63.2% | +35.3% | -22.3% |
| All | -27.9% | -63.2% | +35.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling