+203.8%
DHR vs SHAK
+87.2%
+116.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.6% |
| 7D | -3.6% | -8.3% | +4.7% | -2.5% |
| 30D | -2.7% | -12.6% | +9.9% | -0.9% |
| 3M | +10.9% | +9.1% | +1.8% | +9.3% |
| 6M | +3.0% | -31.2% | +34.3% | +7.0% |
| YTD | -12.2% | -21.6% | +9.4% | -10.7% |
| 1Y | +3.3% | -38.8% | +42.1% | +8.5% |
| 3Y | -8.2% | +0.6% | -8.8% | -12.2% |
| 5Y | -29.9% | -22.5% | -7.4% | -33.3% |
| All | +203.8% | +87.2% | +116.6% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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