+204.4%
DHR vs STT
+267.9%
-63.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -5.0% | -1.4% | -3.6% | -4.6% |
| 30D | -3.3% | +2.2% | -5.5% | -4.0% |
| 3M | +9.4% | +18.8% | -9.4% | +3.6% |
| 6M | +3.2% | +57.9% | -54.8% | -10.4% |
| YTD | -12.0% | +51.0% | -63.0% | -22.7% |
| 1Y | +4.9% | +77.1% | -72.3% | -12.4% |
| 3Y | -7.4% | +199.8% | -207.2% | -34.1% |
| 5Y | -29.8% | +156.0% | -185.7% | -49.4% |
| All | +204.4% | +267.9% | -63.5% | +87.1% |
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