-11.6%
DHR vs STLD
+255.4%
-267.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -0.9% | -11.1% | +10.3% | +1.7% |
| 30D | +5.4% | -4.8% | +10.2% | +6.4% |
| 3M | +15.3% | -14.6% | +29.9% | +18.9% |
| 6M | +32.1% | -7.4% | +39.5% | +33.1% |
| YTD | +1.2% | +32.6% | -31.4% | -7.1% |
| 1Y | +10.1% | +47.3% | -37.2% | -1.6% |
| 3Y | +19.9% | +107.5% | -87.7% | -3.7% |
| All | -11.6% | +255.4% | -267.0% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling