+371.0%
DHC vs SPY
+767.4%
-396.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -19.4% | -4.1% | -15.3% | -15.6% |
| 6M | -15.1% | +0.7% | -15.8% | -16.4% |
| YTD | +45.5% | +8.7% | +36.9% | +30.8% |
| 1Y | +58.6% | +10.9% | +47.8% | +38.9% |
| 3Y | +225.6% | +75.0% | +150.6% | +64.3% |
| 5Y | +114.9% | +67.8% | +47.2% | +17.5% |
| 10Y | -46.4% | +312.9% | -359.3% | -88.1% |
| All | +371.0% | +767.4% | -396.3% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling