+14,115.4%
DHR vs SAP
+2,435.9%
+11,679.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | +2.6% | +1.5% | +1.1% | +2.2% |
| 30D | +7.4% | +8.8% | -1.4% | +5.2% |
| 3M | +13.0% | +12.1% | +0.9% | +9.8% |
| 6M | +38.5% | +34.6% | +3.9% | +28.2% |
| YTD | +3.8% | -2.1% | +5.9% | +2.7% |
| 1Y | +12.6% | -5.5% | +18.2% | +12.4% |
| 3Y | +22.0% | +67.4% | -45.5% | +5.7% |
| 5Y | -9.5% | +74.6% | -84.1% | -23.0% |
| 10Y | +249.4% | +224.0% | +25.3% | +154.6% |
| All | +14,115.4% | +2,435.9% | +11,679.5% | +6,997.2% |
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