-28.0%
DHR vs SHAK
-22.8%
-5.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.7% |
| 7D | -3.6% | -8.3% | +4.7% | -2.4% |
| 30D | -2.7% | -12.6% | +9.9% | -0.8% |
| 3M | +10.9% | +9.1% | +1.8% | +9.2% |
| 6M | +3.0% | -31.2% | +34.3% | +7.3% |
| YTD | -12.2% | -21.6% | +9.4% | -10.7% |
| 1Y | +3.3% | -38.8% | +42.1% | +8.9% |
| 3Y | -8.2% | +0.6% | -8.8% | -12.9% |
| All | -28.0% | -22.8% | -5.3% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling