+42,018.6%
DHR vs STZ
+11,030.9%
+30,987.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.2% | +2.6% | -1.4% | +0.7% |
| 30D | +3.7% | +15.2% | -11.5% | +0.6% |
| 3M | +14.5% | +7.6% | +6.8% | +12.4% |
| 6M | +40.9% | +5.3% | +35.7% | +38.8% |
| YTD | +2.4% | +8.6% | -6.2% | -0.2% |
| 1Y | +6.1% | +15.6% | -9.4% | +2.0% |
| 3Y | +21.0% | -35.2% | +56.2% | +29.6% |
| 5Y | -11.4% | -29.1% | +17.7% | -6.9% |
| 10Y | +241.8% | +12.9% | +228.9% | +220.6% |
| All | +42,018.6% | +11,030.9% | +30,987.6% | +21,365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling