-5.2%
DHR vs STZ
-50.3%
+45.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +0.3% |
| 7D | -0.8% | -7.4% | +6.6% | +1.2% |
| 30D | +0.2% | -10.9% | +11.1% | +3.2% |
| 3M | +12.1% | -13.4% | +25.5% | +16.1% |
| 6M | +5.4% | -16.2% | +21.6% | +9.6% |
| YTD | -10.0% | -10.4% | +0.5% | -8.8% |
| 1Y | +4.1% | -14.8% | +18.9% | +6.9% |
| 3Y | -5.2% | -50.1% | +45.0% | +9.2% |
| All | -5.2% | -50.3% | +45.1% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling