-10.6%
DHR vs SAN
+300.6%
-311.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.2% | +3.4% | -3.2% | -0.8% |
| 30D | +6.4% | -6.3% | +12.6% | +8.0% |
| 3M | +13.6% | -14.1% | +27.7% | +18.0% |
| 6M | +41.9% | +4.2% | +37.7% | +39.0% |
| YTD | +3.4% | +9.0% | -5.6% | -0.6% |
| 1Y | +9.9% | +18.8% | -8.9% | +3.0% |
| 3Y | +21.6% | +252.0% | -230.5% | -17.2% |
| 5Y | -10.6% | +299.5% | -310.1% | -47.4% |
| All | -10.6% | +300.6% | -311.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling