+249.8%
DHR vs SAN
+270.1%
-20.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.2% | +4.0% | -2.8% | +0.3% |
| 30D | +3.7% | -7.8% | +11.5% | +5.4% |
| 3M | +14.5% | -16.4% | +30.9% | +18.7% |
| 6M | +40.9% | +3.5% | +37.4% | +39.0% |
| YTD | +2.4% | +6.7% | -4.3% | -0.2% |
| 1Y | +6.1% | +14.5% | -8.4% | +1.8% |
| 3Y | +21.0% | +243.5% | -222.5% | -9.0% |
| 5Y | -11.4% | +296.2% | -307.6% | -36.9% |
| All | +249.8% | +270.1% | -20.3% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling