+40.9%
DHR vs SFM
-40.5%
+81.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.4% |
| 7D | +1.2% | +6.0% | -4.8% | +1.2% |
| 30D | +3.7% | -19.5% | +23.2% | +4.2% |
| 3M | +14.5% | -37.0% | +51.5% | +16.0% |
| 6M | +40.9% | -41.0% | +81.9% | +43.3% |
| All | +40.9% | -40.5% | +81.4% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling