+1,144.9%
STX vs DHR
-28.0%
+1,172.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.9% |
| 7D | +10.7% | -0.8% | +11.6% | +10.9% |
| 30D | +11.3% | +0.2% | +11.0% | +10.9% |
| 3M | +3.2% | +12.1% | -8.8% | -3.4% |
| 6M | +157.0% | +5.4% | +151.6% | +146.1% |
| YTD | +229.2% | -10.0% | +239.2% | +237.0% |
| 1Y | +381.8% | +4.1% | +377.8% | +358.4% |
| 3Y | +1,383.2% | -5.2% | +1,388.4% | +1,331.8% |
| 5Y | +1,144.9% | -28.2% | +1,173.1% | +1,149.5% |
| All | +1,144.9% | -28.0% | +1,172.8% | +1,149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling