+659.3%
DHR vs SFM
+132.6%
+526.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.9% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | +4.0% | -4.4% | +8.4% | +4.3% |
| 3M | +11.5% | +1.5% | +10.0% | +11.1% |
| 6M | +1.9% | +6.5% | -4.6% | +0.7% |
| YTD | -8.9% | +2.2% | -11.1% | -9.7% |
| 1Y | +5.1% | -41.9% | +47.0% | +9.7% |
| 3Y | -10.3% | +106.8% | -117.0% | -18.9% |
| 5Y | -27.8% | +231.6% | -259.4% | -38.5% |
| 10Y | +203.6% | +258.4% | -54.8% | +147.5% |
| All | +659.3% | +132.6% | +526.7% | +554.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling