+117.4%
DHC vs SPY
+67.4%
+50.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.5% |
| 7D | -9.8% | -2.7% | -7.1% | -6.9% |
| 30D | -6.5% | -5.4% | -1.1% | -0.3% |
| 3M | -19.4% | -4.1% | -15.3% | -15.5% |
| 6M | -15.1% | +0.7% | -15.8% | -16.6% |
| YTD | +45.5% | +8.7% | +36.9% | +29.9% |
| 1Y | +58.6% | +10.9% | +47.8% | +37.6% |
| 3Y | +225.6% | +75.0% | +150.6% | +45.7% |
| All | +117.4% | +67.4% | +50.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling