+245.2%
DHR vs STT
+203.9%
+41.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +0.2% | +0.4% | -0.3% | 0.0% |
| 30D | +6.4% | -0.4% | +6.8% | +6.5% |
| 3M | +13.6% | -6.5% | +20.1% | +15.6% |
| 6M | +41.9% | +17.2% | +24.7% | +34.6% |
| YTD | +3.4% | +38.2% | -34.8% | -6.8% |
| 1Y | +9.9% | +49.3% | -39.4% | -3.3% |
| 3Y | +21.6% | +181.9% | -160.4% | -11.8% |
| 5Y | -10.6% | +106.9% | -117.5% | -31.7% |
| 10Y | +245.2% | +203.1% | +42.0% | +138.3% |
| All | +245.2% | +203.9% | +41.2% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling