-10.5%
DHR vs SFM
+109.4%
-119.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | +0.2% | -7.1% | +7.2% | +0.7% |
| 30D | +6.4% | -21.4% | +27.8% | +8.0% |
| 3M | +13.6% | -40.1% | +53.7% | +18.0% |
| 6M | +41.9% | -38.0% | +79.9% | +46.5% |
| YTD | +3.4% | -36.5% | +39.9% | +6.2% |
| 1Y | +9.9% | -35.2% | +45.0% | +12.4% |
| 3Y | +21.6% | +23.5% | -1.9% | +10.7% |
| All | -10.5% | +109.4% | -119.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling