-10.6%
DHR vs SE
-78.1%
+67.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.3% | +0.1% |
| 7D | +0.2% | -7.7% | +7.9% | +1.2% |
| 30D | +6.4% | -22.8% | +29.2% | +9.8% |
| 3M | +13.6% | -43.7% | +57.4% | +21.8% |
| 6M | +41.9% | -12.8% | +54.7% | +43.0% |
| YTD | +3.4% | -42.0% | +45.4% | +9.3% |
| 1Y | +9.9% | -48.0% | +57.9% | +17.5% |
| 3Y | +21.6% | +62.7% | -41.1% | +8.6% |
| 5Y | -10.6% | -77.8% | +67.2% | -3.6% |
| All | -10.6% | -78.1% | +67.5% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling