+761.9%
DHR vs SFM
+44.5%
+717.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | +0.2% | -7.1% | +7.2% | +0.8% |
| 30D | +6.4% | -21.4% | +27.8% | +8.2% |
| 3M | +13.6% | -40.1% | +53.7% | +18.2% |
| 6M | +41.9% | -38.0% | +79.9% | +46.8% |
| YTD | +3.4% | -36.5% | +39.9% | +6.4% |
| 1Y | +9.9% | -35.2% | +45.0% | +12.7% |
| 3Y | +21.6% | +23.5% | -1.9% | +14.7% |
| 5Y | -10.6% | +109.7% | -120.3% | -21.0% |
| 10Y | +245.2% | +132.6% | +112.6% | +191.4% |
| All | +761.9% | +44.5% | +717.4% | +671.0% |
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 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