+249.8%
DHR vs STT
+198.3%
+51.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +4.8% | -3.6% | -0.2% |
| 30D | +3.7% | +3.9% | -0.2% | +2.6% |
| 3M | +14.5% | -8.2% | +22.6% | +17.1% |
| 6M | +40.9% | +15.6% | +25.3% | +34.2% |
| YTD | +2.4% | +37.6% | -35.2% | -7.7% |
| 1Y | +6.1% | +50.1% | -44.0% | -6.8% |
| 3Y | +21.0% | +183.1% | -162.0% | -12.4% |
| 5Y | -11.4% | +104.8% | -116.3% | -32.2% |
| All | +249.8% | +198.3% | +51.5% | +138.2% |
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