+1,424.5%
DHR vs STLA
+150.0%
+1,274.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +1.2% | -13.8% | +15.0% | +3.3% |
| 30D | +3.7% | -10.5% | +14.2% | +5.1% |
| 3M | +14.5% | -28.9% | +43.4% | +19.5% |
| 6M | +40.9% | -49.7% | +90.7% | +54.1% |
| YTD | +2.4% | -64.9% | +67.3% | +16.9% |
| 1Y | +6.1% | -64.0% | +70.2% | +20.5% |
| 3Y | +21.0% | -77.4% | +98.4% | +43.3% |
| 5Y | -11.4% | -74.4% | +63.0% | +1.6% |
| 10Y | +241.8% | -6.4% | +248.2% | +243.4% |
| All | +1,424.5% | +150.0% | +1,274.5% | +1,377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling