+203.8%
DHR vs SGI
+270.1%
-66.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -4.5% | +0.8% | -2.8% |
| 30D | -2.7% | +4.2% | -6.9% | -3.5% |
| 3M | +10.9% | -7.4% | +18.4% | +12.2% |
| 6M | +3.0% | -15.1% | +18.1% | +5.5% |
| YTD | -12.2% | -24.7% | +12.5% | -8.3% |
| 1Y | +3.3% | -21.8% | +25.1% | +6.9% |
| 3Y | -8.2% | +50.0% | -58.3% | -16.2% |
| 5Y | -29.9% | +48.9% | -78.8% | -37.9% |
| All | +203.8% | +270.1% | -66.3% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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