+204.4%
DHR vs SFM
+268.6%
-64.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -5.0% | -8.8% | +3.8% | -4.2% |
| 30D | -3.3% | -14.5% | +11.1% | -2.1% |
| 3M | +9.4% | -16.8% | +26.3% | +11.0% |
| 6M | +3.2% | -5.3% | +8.5% | +3.1% |
| YTD | -12.0% | -9.4% | -2.7% | -11.9% |
| 1Y | +4.9% | -46.2% | +51.1% | +10.1% |
| 3Y | -7.4% | +81.3% | -88.6% | -15.0% |
| 5Y | -29.8% | +211.9% | -241.6% | -39.4% |
| All | +204.4% | +268.6% | -64.2% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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