+10,569.7%
DHR vs STLD
+8,008.3%
+2,561.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | -0.9% | -11.1% | +10.3% | +1.5% |
| 30D | +5.4% | -4.8% | +10.2% | +6.4% |
| 3M | +15.3% | -14.6% | +29.9% | +18.6% |
| 6M | +32.1% | -7.4% | +39.5% | +33.1% |
| YTD | +1.2% | +32.6% | -31.4% | -5.8% |
| 1Y | +10.1% | +47.3% | -37.2% | +0.3% |
| 3Y | +19.9% | +107.5% | -87.7% | +0.1% |
| 5Y | -8.8% | +268.8% | -277.6% | -34.0% |
| 10Y | +255.3% | +883.3% | -628.0% | +94.2% |
| All | +10,569.7% | +8,008.3% | +2,561.3% | +2,992.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling