-10.0%
DHR vs STLD
+274.1%
-284.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +1.2% | +2.9% | -1.7% | +0.5% |
| 30D | +3.7% | -5.6% | +9.3% | +4.9% |
| 3M | +14.5% | -11.7% | +26.2% | +17.2% |
| 6M | +40.9% | -2.8% | +43.7% | +40.4% |
| YTD | +2.4% | +36.4% | -34.0% | -6.6% |
| 1Y | +6.1% | +50.0% | -43.9% | -5.5% |
| 3Y | +21.0% | +122.3% | -101.3% | -4.3% |
| All | -10.0% | +274.1% | -284.1% | -39.1% |
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