-27.9%
DHR vs STZ
-38.0%
+10.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.4% | -6.0% | +3.6% | -0.4% |
| 30D | -2.2% | -8.9% | +6.7% | +0.7% |
| 3M | +9.0% | -12.6% | +21.5% | +13.6% |
| 6M | +3.5% | -17.2% | +20.7% | +9.3% |
| YTD | -10.1% | -10.0% | -0.1% | -8.7% |
| 1Y | +6.2% | -14.3% | +20.5% | +9.7% |
| 3Y | -5.4% | -49.9% | +44.5% | +18.3% |
| 5Y | -27.9% | -38.2% | +10.3% | -17.0% |
| All | -27.9% | -38.0% | +10.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling