+12,380.4%
DHR vs SAP
+2,233.8%
+10,146.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.9% | -2.9% | -1.0% | -3.2% |
| 30D | +4.0% | +9.0% | -5.0% | +1.9% |
| 3M | +11.5% | +14.9% | -3.5% | +7.5% |
| 6M | +1.9% | +11.9% | -10.0% | -1.6% |
| YTD | -8.9% | -9.9% | +1.0% | -7.9% |
| 1Y | +5.1% | -19.5% | +24.6% | +9.0% |
| 3Y | -10.3% | +61.8% | -72.1% | -21.5% |
| 5Y | -27.8% | +56.2% | -84.0% | -37.0% |
| 10Y | +203.6% | +180.6% | +23.0% | +128.8% |
| All | +12,380.4% | +2,233.8% | +10,146.6% | +6,263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling