-5.2%
DHR vs SAP
+56.7%
-61.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +0.2% | +2.6% | -2.4% | -0.5% |
| 3M | +12.1% | +16.3% | -4.2% | +7.3% |
| 6M | +5.4% | +6.4% | -1.0% | +3.2% |
| YTD | -10.0% | -11.4% | +1.5% | -7.5% |
| 1Y | +4.1% | -20.4% | +24.5% | +10.8% |
| 3Y | -5.2% | +56.5% | -61.7% | -20.4% |
| All | -5.2% | +56.7% | -61.9% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling