+204.4%
DHR vs SBAC
+83.0%
+121.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.1% |
| 7D | -5.0% | -5.3% | +0.3% | -3.1% |
| 30D | -3.3% | +0.4% | -3.7% | -3.5% |
| 3M | +9.4% | -11.9% | +21.3% | +13.9% |
| 6M | +3.2% | -4.5% | +7.6% | +3.1% |
| YTD | -12.0% | -4.3% | -7.7% | -12.5% |
| 1Y | +4.9% | -3.9% | +8.8% | +4.0% |
| 3Y | -7.4% | -11.0% | +3.6% | -8.0% |
| 5Y | -29.8% | -44.1% | +14.3% | -16.1% |
| All | +204.4% | +83.0% | +121.3% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling