+3,574.7%
STX vs DHR
+216.7%
+3,357.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +9.6% | -2.4% | +12.0% | +10.5% |
| 30D | +10.6% | -2.2% | +12.8% | +11.2% |
| 3M | +4.8% | +9.0% | -4.2% | -1.5% |
| 6M | +137.3% | +3.5% | +133.8% | +127.2% |
| YTD | +222.5% | -10.1% | +232.6% | +228.8% |
| 1Y | +366.2% | +6.2% | +360.0% | +336.2% |
| 3Y | +1,352.9% | -5.4% | +1,358.3% | +1,298.5% |
| 5Y | +1,077.4% | -27.9% | +1,105.3% | +1,174.2% |
| All | +3,574.7% | +216.7% | +3,357.9% | +1,315.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling