+251.5%
DHR vs VST
+968.1%
-716.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.6% | -8.8% | +0.5% |
| 7D | -0.9% | -9.8% | +9.0% | +0.1% |
| 30D | +5.4% | -25.1% | +30.5% | +8.6% |
| 3M | +15.3% | -11.6% | +26.9% | +16.4% |
| 6M | +32.1% | -20.9% | +53.1% | +34.5% |
| YTD | +1.2% | -22.3% | +23.5% | +2.6% |
| 1Y | +10.1% | -32.0% | +42.1% | +13.3% |
| 3Y | +19.9% | +262.4% | -242.5% | -14.2% |
| 5Y | -8.8% | +563.4% | -572.1% | -42.5% |
| 10Y | +255.3% | +1,120.7% | -865.4% | +104.5% |
| All | +251.5% | +968.1% | -716.6% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling