+204.4%
DHR vs STZ
-10.3%
+214.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.7% |
| 7D | -5.0% | -4.1% | -0.9% | -3.9% |
| 30D | -3.3% | -7.6% | +4.3% | -1.2% |
| 3M | +9.4% | -12.3% | +21.7% | +13.4% |
| 6M | +3.2% | -16.3% | +19.5% | +7.9% |
| YTD | -12.0% | -8.4% | -3.7% | -10.9% |
| 1Y | +4.9% | -10.8% | +15.7% | +6.9% |
| 3Y | -7.4% | -49.0% | +41.6% | +10.0% |
| 5Y | -29.8% | -36.5% | +6.7% | -21.8% |
| All | +204.4% | -10.3% | +214.7% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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