+3,775.5%
DHR vs SBAC
+2,222.3%
+1,553.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +3.7% | +5.5% | -1.8% | +3.0% |
| 3M | +14.5% | +3.1% | +11.4% | +13.9% |
| 6M | +40.9% | -7.0% | +47.9% | +41.8% |
| YTD | +2.4% | +0.5% | +1.9% | +1.6% |
| 1Y | +6.1% | +0.2% | +5.9% | +5.3% |
| 3Y | +21.0% | -7.4% | +28.4% | +20.6% |
| 5Y | -11.4% | -39.7% | +28.3% | -7.3% |
| 10Y | +241.8% | +112.5% | +129.3% | +213.4% |
| All | +3,775.5% | +2,222.3% | +1,553.2% | +2,631.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling