+160.1%
DHR vs SE
+562.7%
-402.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -5.0% | -4.8% | -0.2% | -4.3% |
| 30D | -3.3% | -18.1% | +14.8% | -0.7% |
| 3M | +9.4% | +30.6% | -21.2% | +4.8% |
| 6M | +3.2% | +20.8% | -17.6% | -0.5% |
| YTD | -12.0% | -15.6% | +3.6% | -11.1% |
| 1Y | +4.9% | -44.2% | +49.1% | +12.0% |
| 3Y | -7.4% | +181.5% | -188.9% | -24.6% |
| 5Y | -29.8% | -66.9% | +37.2% | -27.0% |
| All | +160.1% | +562.7% | -402.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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