+78.3%
DHC vs SPY
+19.4%
+58.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -13.8% | -0.9% | -12.9% | -13.3% |
| 3M | -8.3% | +3.9% | -12.2% | -10.4% |
| 6M | +9.9% | +14.5% | -4.6% | +1.3% |
| YTD | +57.4% | +12.9% | +44.4% | +45.5% |
| 1Y | +78.3% | +19.4% | +59.0% | +46.7% |
| All | +78.3% | +19.4% | +58.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling