+203.8%
DHR vs SCHG
+459.0%
-255.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -3.6% | -1.0% | -2.6% | -2.9% |
| 30D | -2.7% | -1.3% | -1.5% | -1.9% |
| 3M | +10.9% | +5.4% | +5.5% | +6.6% |
| 6M | +3.0% | +14.4% | -11.4% | -6.7% |
| YTD | -12.2% | +8.0% | -20.2% | -17.3% |
| 1Y | +3.3% | +12.7% | -9.4% | -6.0% |
| 3Y | -8.2% | +85.6% | -93.8% | -43.0% |
| 5Y | -29.9% | +85.5% | -115.4% | -57.4% |
| All | +203.8% | +459.0% | -255.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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