-29.8%
DHR vs SHEL
+190.7%
-220.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -5.0% | +3.9% | -8.9% | -5.5% |
| 30D | -3.3% | +7.0% | -10.3% | -4.3% |
| 3M | +9.4% | +12.5% | -3.1% | +7.3% |
| 6M | +3.2% | +14.8% | -11.6% | +0.6% |
| YTD | -12.0% | +34.2% | -46.2% | -16.9% |
| 1Y | +4.9% | +37.0% | -32.1% | -1.4% |
| 3Y | -7.4% | +70.9% | -78.2% | -16.4% |
| 5Y | -29.8% | +192.5% | -222.3% | -32.7% |
| All | -29.8% | +190.7% | -220.5% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling