-11.7%
DHR vs VST
+645.9%
-657.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +2.6% | +19.2% | -16.6% | +0.8% |
| 30D | +4.2% | -17.2% | +21.3% | +5.7% |
| 3M | +13.0% | -8.1% | +21.2% | +13.4% |
| 6M | +40.2% | -8.1% | +48.3% | +40.1% |
| YTD | +2.0% | -16.3% | +18.3% | +2.4% |
| 1Y | +6.6% | -24.1% | +30.7% | +8.0% |
| 3Y | +19.9% | +300.2% | -280.3% | -22.4% |
| 5Y | -11.7% | +645.9% | -657.6% | -49.4% |
| All | -11.7% | +645.9% | -657.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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