+169.3%
DHR vs SE
+589.8%
-420.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.9% | -6.1% | +2.2% | -3.1% |
| 30D | +4.0% | -2.5% | +6.5% | +4.1% |
| 3M | +11.5% | +21.7% | -10.2% | +7.9% |
| 6M | +1.9% | +27.0% | -25.1% | -2.5% |
| YTD | -8.9% | -12.1% | +3.2% | -8.4% |
| 1Y | +5.1% | -40.9% | +46.0% | +11.4% |
| 3Y | -10.3% | +191.0% | -201.3% | -27.3% |
| 5Y | -27.8% | -68.3% | +40.5% | -24.4% |
| All | +169.3% | +589.8% | -420.5% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling