-27.9%
DHR vs SAN
+384.1%
-412.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +9.0% | +19.6% | -10.7% | +3.5% |
| 6M | +3.5% | +32.7% | -29.2% | -4.6% |
| YTD | -10.1% | +26.7% | -36.8% | -16.5% |
| 1Y | +6.2% | +51.6% | -45.5% | -6.2% |
| 3Y | -5.4% | +348.7% | -354.1% | -38.1% |
| 5Y | -27.9% | +378.7% | -406.6% | -56.6% |
| All | -27.9% | +384.1% | -412.0% | -56.6% |
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