+203.8%
DHR vs SAP
+176.2%
+27.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.6% | -4.1% | +0.4% | -2.2% |
| 30D | -2.7% | +1.1% | -3.8% | -3.2% |
| 3M | +10.9% | +26.1% | -15.2% | +1.7% |
| 6M | +3.0% | +9.8% | -6.8% | -1.5% |
| YTD | -12.2% | -13.6% | +1.4% | -9.2% |
| 1Y | +3.3% | -18.7% | +22.0% | +9.2% |
| 3Y | -8.2% | +54.1% | -62.3% | -25.9% |
| 5Y | -29.9% | +54.7% | -84.6% | -45.3% |
| All | +203.8% | +176.2% | +27.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling