+1,228.4%
DHR vs SCHG
+1,121.7%
+106.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -5.0% | -2.7% | -2.2% | -2.9% |
| 30D | -3.3% | -2.2% | -1.1% | -1.7% |
| 3M | +9.4% | +6.2% | +3.3% | +4.0% |
| 6M | +3.2% | +13.4% | -10.2% | -7.0% |
| YTD | -12.0% | +7.1% | -19.1% | -17.2% |
| 1Y | +4.9% | +12.5% | -7.6% | -5.4% |
| 3Y | -7.4% | +86.2% | -93.5% | -45.6% |
| 5Y | -29.8% | +83.9% | -113.7% | -59.3% |
| 10Y | +209.1% | +451.3% | -242.2% | -36.3% |
| All | +1,228.4% | +1,121.7% | +106.7% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling