+215.7%
DHR vs STM
+656.4%
-440.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.8% |
| 30D | -2.2% | -5.2% | +3.0% | -1.2% |
| 3M | +9.0% | -29.6% | +38.6% | +14.9% |
| 6M | +3.5% | +54.4% | -50.9% | -11.8% |
| YTD | -10.1% | +99.5% | -109.7% | -28.7% |
| 1Y | +6.2% | +100.8% | -94.6% | -16.6% |
| 3Y | -5.4% | +20.2% | -25.5% | -19.0% |
| 5Y | -27.9% | +21.1% | -49.0% | -40.5% |
| 10Y | +215.7% | +664.5% | -448.8% | +80.7% |
| All | +215.7% | +656.4% | -440.7% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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