-5.2%
DHR vs STM
+20.8%
-26.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | +5.2% | -6.0% | -1.4% |
| 30D | +0.2% | -7.4% | +7.6% | +1.0% |
| 3M | +12.1% | -30.6% | +42.7% | +16.0% |
| 6M | +5.4% | +66.4% | -61.0% | -9.9% |
| YTD | -10.0% | +101.1% | -111.1% | -26.5% |
| 1Y | +4.1% | +97.4% | -93.3% | -15.3% |
| 3Y | -5.2% | +21.1% | -26.3% | -23.3% |
| All | -5.2% | +20.8% | -26.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling