+3,476.8%
STX vs DHR
+210.0%
+3,266.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.8% |
| 7D | +8.0% | -5.0% | +13.0% | +10.1% |
| 30D | +5.1% | -3.3% | +8.4% | +6.2% |
| 3M | +5.8% | +9.4% | -3.7% | -0.9% |
| 6M | +124.9% | +3.2% | +121.8% | +115.4% |
| YTD | +213.9% | -12.0% | +225.9% | +222.7% |
| 1Y | +350.4% | +4.9% | +345.5% | +323.1% |
| 3Y | +1,314.2% | -7.4% | +1,321.6% | +1,272.7% |
| 5Y | +1,092.8% | -29.8% | +1,122.6% | +1,205.0% |
| All | +3,476.8% | +210.0% | +3,266.8% | +1,289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DHR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling