+498.6%
DHR vs SHAK
+31.3%
+467.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -5.0% | -11.0% | +6.0% | -3.7% |
| 30D | -3.3% | -14.0% | +10.7% | -1.6% |
| 3M | +9.4% | +13.3% | -3.8% | +7.6% |
| 6M | +3.2% | -35.3% | +38.5% | +7.3% |
| YTD | -12.0% | -24.0% | +12.0% | -10.4% |
| 1Y | +4.9% | -36.7% | +41.6% | +8.9% |
| 3Y | -7.4% | -5.4% | -2.0% | -9.8% |
| 5Y | -29.8% | -24.9% | -4.9% | -32.1% |
| 10Y | +209.1% | +79.6% | +129.5% | +165.2% |
| All | +498.6% | +31.3% | +467.3% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling