+249.8%
DHR vs SIMO
+394.4%
-144.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.0% |
| 7D | +1.2% | +4.1% | -2.9% | +0.7% |
| 30D | +3.7% | -24.0% | +27.7% | +6.2% |
| 3M | +14.5% | -31.8% | +46.3% | +17.8% |
| 6M | +40.9% | -36.9% | +77.8% | +43.2% |
| YTD | +2.4% | +84.8% | -82.4% | -14.3% |
| 1Y | +6.1% | +99.0% | -92.9% | -12.4% |
| 3Y | +21.0% | +217.9% | -196.9% | -10.5% |
| 5Y | -11.4% | +171.5% | -182.9% | -35.0% |
| All | +249.8% | +394.4% | -144.6% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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