-28.0%
DHR vs SCCO
+303.5%
-331.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -2.7% | -1.0% | -3.2% |
| 30D | -2.7% | -0.7% | -2.0% | -2.7% |
| 3M | +10.9% | +8.1% | +2.8% | +8.7% |
| 6M | +3.0% | +4.1% | -1.1% | +0.9% |
| YTD | -12.2% | +41.1% | -53.3% | -20.3% |
| 1Y | +3.3% | +95.6% | -92.2% | -13.6% |
| 3Y | -8.2% | +179.3% | -187.5% | -31.9% |
| All | -28.0% | +303.5% | -331.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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