+208.4%
DHR vs STLD
+1,072.4%
-864.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -0.8% | +2.7% | -3.5% | -1.3% |
| 30D | +0.2% | -8.4% | +8.7% | +1.7% |
| 3M | +12.1% | -9.9% | +21.9% | +13.7% |
| 6M | +5.4% | +33.0% | -27.6% | -1.1% |
| YTD | -10.0% | +42.6% | -52.6% | -16.9% |
| 1Y | +4.1% | +80.8% | -76.7% | -8.5% |
| 3Y | -5.2% | +143.4% | -148.6% | -22.4% |
| 5Y | -28.2% | +293.4% | -321.6% | -47.1% |
| 10Y | +208.4% | +1,080.4% | -872.0% | +63.6% |
| All | +208.4% | +1,072.4% | -864.0% | +63.6% |
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