-28.2%
DHR vs STM
+20.9%
-49.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | +5.2% | -6.0% | -1.8% |
| 30D | +0.2% | -7.4% | +7.6% | +1.5% |
| 3M | +12.1% | -30.6% | +42.7% | +18.0% |
| 6M | +5.4% | +66.4% | -61.0% | -12.8% |
| YTD | -10.0% | +101.1% | -111.1% | -29.7% |
| 1Y | +4.1% | +97.4% | -93.3% | -19.1% |
| 3Y | -5.2% | +21.1% | -26.3% | -20.0% |
| 5Y | -28.2% | +22.5% | -50.7% | -44.4% |
| All | -28.2% | +20.9% | -49.1% | -44.4% |
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