+249.8%
DHR vs STM
+470.7%
-220.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.2% | +12.0% | -10.8% | -1.2% |
| 30D | +3.7% | -0.4% | +4.1% | +3.4% |
| 3M | +14.5% | -13.2% | +27.7% | +16.9% |
| 6M | +40.9% | -26.1% | +67.0% | +44.2% |
| YTD | +2.4% | +81.2% | -78.8% | -17.8% |
| 1Y | +6.1% | +98.3% | -92.2% | -16.9% |
| 3Y | +21.0% | +16.7% | +4.3% | +3.0% |
| 5Y | -11.4% | -4.8% | -6.6% | -23.3% |
| All | +249.8% | +470.7% | -220.9% | +125.8% |
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