-6.0%
DHR vs SGI
+55.1%
-61.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -2.2% | +5.5% | -7.7% | -3.6% |
| 3M | +9.0% | -3.6% | +12.6% | +9.5% |
| 6M | +3.5% | -15.0% | +18.5% | +6.9% |
| YTD | -10.1% | -23.0% | +12.9% | -5.0% |
| 1Y | +6.2% | -18.4% | +24.6% | +10.1% |
| All | -6.0% | +55.1% | -61.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling