+20,476.7%
DHR vs STM
+2,016.3%
+18,460.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.1% |
| 7D | +0.2% | +1.4% | -1.3% | -0.3% |
| 30D | +6.4% | -8.4% | +14.7% | +7.9% |
| 3M | +13.6% | -15.8% | +29.4% | +16.8% |
| 6M | +41.9% | -22.8% | +64.7% | +44.1% |
| YTD | +3.4% | +79.4% | -76.0% | -14.2% |
| 1Y | +9.9% | +97.0% | -87.1% | -10.9% |
| 3Y | +21.6% | +14.2% | +7.4% | +7.0% |
| 5Y | -10.6% | -4.5% | -6.1% | -19.9% |
| 10Y | +245.2% | +463.1% | -217.9% | +95.8% |
| All | +20,476.7% | +2,016.3% | +18,460.4% | +8,941.6% |
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