+2,154.5%
DHR vs SGI
+2,073.9%
+80.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.8% | +9.3% | -10.1% | -2.3% |
| 30D | +0.2% | +6.9% | -6.7% | -0.9% |
| 3M | +12.1% | +2.8% | +9.2% | +11.2% |
| 6M | +5.4% | -12.6% | +18.0% | +7.3% |
| YTD | -10.0% | -21.5% | +11.6% | -6.9% |
| 1Y | +4.1% | -18.8% | +22.8% | +6.8% |
| 3Y | -5.2% | +60.8% | -66.0% | -14.1% |
| 5Y | -28.2% | +60.0% | -88.2% | -36.4% |
| 10Y | +208.4% | +267.8% | -59.4% | +119.8% |
| All | +2,154.5% | +2,073.9% | +80.6% | +858.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling