+22.2%
DHR vs SAN
+254.8%
-232.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.2% | +3.4% | -3.2% | -0.7% |
| 30D | +6.4% | -6.3% | +12.6% | +7.9% |
| 3M | +13.6% | -14.1% | +27.7% | +17.6% |
| 6M | +41.9% | +4.2% | +37.7% | +39.0% |
| YTD | +3.4% | +9.0% | -5.6% | -0.5% |
| 1Y | +9.9% | +18.8% | -8.9% | +3.1% |
| All | +22.2% | +254.8% | -232.6% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling