+216.4%
DHR vs VST
+1,175.7%
-959.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.0% |
| 7D | -3.9% | +8.9% | -12.8% | -4.9% |
| 30D | +4.0% | +6.2% | -2.2% | +3.2% |
| 3M | +11.5% | -2.7% | +14.2% | +11.5% |
| 6M | +1.9% | -8.4% | +10.2% | +2.2% |
| YTD | -8.9% | -7.2% | -1.7% | -9.1% |
| 1Y | +5.1% | -20.9% | +26.0% | +6.4% |
| 3Y | -10.3% | +384.0% | -394.3% | -38.3% |
| 5Y | -27.8% | +757.1% | -784.9% | -55.9% |
| All | +216.4% | +1,175.7% | -959.3% | +79.2% |
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