-29.8%
DHR vs STT
+153.4%
-183.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | -3.3% | +2.2% | -5.5% | -4.2% |
| 3M | +9.4% | +18.8% | -9.4% | +2.3% |
| 6M | +3.2% | +57.9% | -54.8% | -13.2% |
| YTD | -12.0% | +51.0% | -63.0% | -25.0% |
| 1Y | +4.9% | +77.1% | -72.3% | -16.0% |
| 3Y | -7.4% | +199.8% | -207.2% | -39.4% |
| 5Y | -29.8% | +156.0% | -185.7% | -54.7% |
| All | -29.8% | +153.4% | -183.2% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling