+247.9%
DHR vs STLD
+779.4%
-531.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.7% |
| 7D | +3.1% | -9.7% | +12.8% | +5.1% |
| 30D | +7.0% | -4.5% | +11.5% | +7.8% |
| 3M | +15.0% | -13.1% | +28.1% | +17.7% |
| 6M | +37.9% | -2.8% | +40.7% | +37.6% |
| YTD | +3.3% | +35.3% | -32.0% | -3.8% |
| 1Y | +12.8% | +51.4% | -38.6% | +2.8% |
| 3Y | +22.4% | +117.9% | -95.6% | +2.4% |
| 5Y | -9.1% | +272.6% | -281.7% | -31.9% |
| 10Y | +247.9% | +782.2% | -534.2% | +125.0% |
| All | +247.9% | +779.4% | -531.4% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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