+9,423.5%
STX vs DHR
+3,756.2%
+5,667.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -17.3% | +2.6% | -19.9% | -18.1% |
| 30D | -35.9% | +7.4% | -43.4% | -37.9% |
| 3M | -37.3% | +13.0% | -50.3% | -41.0% |
| 6M | -35.8% | +38.5% | -74.3% | -46.8% |
| YTD | +82.7% | +3.8% | +79.0% | +73.6% |
| 1Y | +71.6% | +12.6% | +59.0% | +56.1% |
| 3Y | +635.3% | +22.0% | +613.3% | +526.1% |
| 5Y | +483.8% | -9.5% | +493.3% | +468.2% |
| 10Y | +1,967.8% | +249.4% | +1,718.4% | +839.5% |
| All | +9,423.5% | +3,756.2% | +5,667.3% | +597.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling