+403.2%
DHC vs SPY
+806.3%
-403.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -18.0% | +0.1% | -18.1% | -18.0% |
| 3M | -12.6% | +2.0% | -14.6% | -15.0% |
| 6M | -0.3% | +13.0% | -13.3% | -14.0% |
| YTD | +55.5% | +13.5% | +42.0% | +33.2% |
| 1Y | +94.3% | +20.0% | +74.4% | +55.2% |
| 3Y | +196.6% | +77.2% | +119.4% | +48.9% |
| 5Y | +121.0% | +81.9% | +39.1% | +10.1% |
| 10Y | -51.4% | +314.1% | -365.4% | -89.2% |
| All | +403.2% | +806.3% | -403.0% | -54.5% |
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