+54,893.9%
DHR vs SAN
+2,116.5%
+52,777.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.9% | +1.8% | -5.7% | -4.3% |
| 30D | +4.0% | +2.0% | +2.0% | +3.5% |
| 3M | +11.5% | +19.7% | -8.2% | +6.2% |
| 6M | +1.9% | +30.6% | -28.8% | -5.3% |
| YTD | -8.9% | +28.8% | -37.8% | -15.3% |
| 1Y | +5.1% | +57.8% | -52.7% | -7.3% |
| 3Y | -10.3% | +338.1% | -348.4% | -39.3% |
| 5Y | -27.8% | +384.2% | -412.0% | -53.6% |
| 10Y | +203.6% | +353.1% | -149.5% | +84.7% |
| All | +54,893.9% | +2,116.5% | +52,777.4% | +22,438.5% |
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