-27.9%
DHR vs SBAC
-44.9%
+17.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -2.2% | +3.9% | -6.0% | -3.3% |
| 3M | +9.0% | -8.2% | +17.1% | +11.5% |
| 6M | +3.5% | -2.8% | +6.3% | +3.1% |
| YTD | -10.1% | -1.5% | -8.6% | -11.2% |
| 1Y | +6.2% | 0.0% | +6.2% | +4.1% |
| 3Y | -5.4% | -8.4% | +3.0% | -6.9% |
| 5Y | -27.9% | -43.5% | +15.6% | -10.7% |
| All | -27.9% | -44.9% | +17.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling