+201.6%
DHR vs SE
+358.6%
-156.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | +2.6% | -1.5% | +4.0% | +2.8% |
| 30D | +4.2% | -22.3% | +26.5% | +7.8% |
| 3M | +13.0% | -41.8% | +54.8% | +21.6% |
| 6M | +40.2% | -22.4% | +62.6% | +44.0% |
| YTD | +2.0% | -41.6% | +43.6% | +8.4% |
| 1Y | +6.6% | -48.0% | +54.6% | +14.9% |
| 3Y | +19.9% | +63.9% | -43.9% | +5.7% |
| 5Y | -11.7% | -78.2% | +66.4% | -2.7% |
| All | +201.6% | +358.6% | -156.9% | +95.0% |
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