+9,505.9%
DHR vs STLD
+8,684.3%
+821.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -3.9% | +3.1% | -7.0% | -4.5% |
| 30D | +4.0% | -9.0% | +13.0% | +5.7% |
| 3M | +11.5% | -12.4% | +23.9% | +13.9% |
| 6M | +1.9% | +25.5% | -23.6% | -3.6% |
| YTD | -8.9% | +43.6% | -52.5% | -16.4% |
| 1Y | +5.1% | +87.2% | -82.1% | -8.8% |
| 3Y | -10.3% | +135.2% | -145.5% | -27.0% |
| 5Y | -27.8% | +290.9% | -318.7% | -48.4% |
| 10Y | +203.6% | +1,113.5% | -909.8% | +59.0% |
| All | +9,505.9% | +8,684.3% | +821.6% | +2,643.5% |
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