+18,026.8%
DHR vs STM
+2,285.7%
+15,741.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -3.9% | +5.8% | -9.7% | -5.1% |
| 30D | +4.0% | -1.0% | +5.0% | +4.0% |
| 3M | +11.5% | -33.3% | +44.8% | +18.7% |
| 6M | +1.9% | +57.4% | -55.5% | -11.8% |
| YTD | -8.9% | +102.2% | -111.1% | -25.8% |
| 1Y | +5.1% | +99.6% | -94.5% | -14.7% |
| 3Y | -10.3% | +14.5% | -24.8% | -20.5% |
| 5Y | -27.8% | +21.4% | -49.2% | -38.3% |
| 10Y | +203.6% | +695.0% | -491.3% | +60.7% |
| All | +18,026.8% | +2,285.7% | +15,741.0% | +7,722.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling