+61,719.2%
DHR vs SAN
+1,735.1%
+59,984.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.2% | +4.0% | -2.8% | +0.2% |
| 30D | +3.7% | -7.8% | +11.5% | +5.6% |
| 3M | +14.5% | -16.4% | +30.9% | +19.3% |
| 6M | +40.9% | +3.5% | +37.4% | +38.7% |
| YTD | +2.4% | +6.7% | -4.3% | -0.5% |
| 1Y | +6.1% | +14.5% | -8.4% | +1.3% |
| 3Y | +21.0% | +243.5% | -222.5% | -13.2% |
| 5Y | -11.4% | +296.2% | -307.6% | -40.1% |
| 10Y | +241.8% | +268.5% | -26.7% | +118.7% |
| All | +61,719.2% | +1,735.1% | +59,984.1% | +26,373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling