+203.8%
DHR vs SHEL
+214.0%
-10.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -3.6% | +4.1% | -7.7% | -4.3% |
| 30D | -2.7% | +8.4% | -11.1% | -4.1% |
| 3M | +10.9% | +13.7% | -2.8% | +8.4% |
| 6M | +3.0% | +12.7% | -9.7% | +0.6% |
| YTD | -12.2% | +35.3% | -47.5% | -17.1% |
| 1Y | +3.3% | +39.4% | -36.1% | -3.1% |
| 3Y | -8.2% | +71.5% | -79.7% | -17.2% |
| 5Y | -29.9% | +195.0% | -224.9% | -42.6% |
| All | +203.8% | +214.0% | -10.2% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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