-9.1%
DHR vs STM
-9.8%
+0.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.6% | +0.9% |
| 7D | +3.1% | -5.6% | +8.7% | +4.0% |
| 30D | +7.0% | -14.4% | +21.4% | +9.6% |
| 3M | +15.0% | -20.5% | +35.5% | +19.0% |
| 6M | +37.9% | -24.5% | +62.4% | +38.8% |
| YTD | +3.3% | +72.7% | -69.4% | -17.8% |
| 1Y | +12.8% | +91.0% | -78.2% | -12.9% |
| 3Y | +22.4% | +13.5% | +8.9% | +2.4% |
| 5Y | -9.1% | -9.2% | +0.1% | -26.7% |
| All | -9.1% | -9.8% | +0.8% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling