+13,929.3%
DHR vs SAP
+2,448.5%
+11,480.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +3.7% | +6.5% | -2.8% | +2.1% |
| 3M | +14.5% | +12.2% | +2.2% | +11.2% |
| 6M | +40.9% | +46.1% | -5.1% | +28.1% |
| YTD | +2.4% | -1.6% | +4.0% | +1.3% |
| 1Y | +6.1% | -5.1% | +11.2% | +5.8% |
| 3Y | +21.0% | +68.4% | -47.4% | +4.7% |
| 5Y | -11.4% | +79.4% | -90.8% | -25.1% |
| 10Y | +241.8% | +230.5% | +11.4% | +148.1% |
| All | +13,929.3% | +2,448.5% | +11,480.9% | +6,896.3% |
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