+22.2%
DHR vs SE
+62.6%
-40.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | 0.0% |
| 7D | +0.2% | -7.7% | +7.9% | +0.9% |
| 30D | +6.4% | -22.8% | +29.2% | +8.7% |
| 3M | +13.6% | -43.7% | +57.4% | +19.0% |
| 6M | +41.9% | -12.8% | +54.7% | +42.6% |
| YTD | +3.4% | -42.0% | +45.4% | +7.2% |
| 1Y | +9.9% | -48.0% | +57.9% | +14.8% |
| All | +22.2% | +62.6% | -40.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling