-5.2%
DHR vs STT
+203.8%
-209.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | -0.8% | +2.2% | -3.0% | -1.6% |
| 30D | +0.2% | +3.9% | -3.7% | -1.3% |
| 3M | +12.1% | +19.2% | -7.1% | +4.2% |
| 6M | +5.4% | +60.4% | -55.0% | -13.3% |
| YTD | -10.0% | +51.5% | -61.4% | -24.5% |
| 1Y | +4.1% | +76.3% | -72.2% | -18.5% |
| 3Y | -5.2% | +200.7% | -205.9% | -42.1% |
| All | -5.2% | +203.8% | -209.0% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling