-27.9%
DHR vs SAP
+55.3%
-83.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -2.2% | +0.3% | -2.4% | -2.3% |
| 3M | +9.0% | +16.9% | -7.9% | +2.9% |
| 6M | +3.5% | +6.3% | -2.9% | +0.5% |
| YTD | -10.1% | -12.4% | +2.3% | -7.0% |
| 1Y | +6.2% | -21.6% | +27.8% | +14.6% |
| 3Y | -5.4% | +54.8% | -60.1% | -25.6% |
| 5Y | -27.9% | +56.2% | -84.1% | -50.5% |
| All | -27.9% | +55.3% | -83.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling