+215.7%
DHR vs SIMO
+548.4%
-332.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -2.4% | +14.5% | -16.9% | -3.9% |
| 30D | -2.2% | +20.4% | -22.6% | -4.4% |
| 3M | +9.0% | +7.1% | +1.8% | +6.0% |
| 6M | +3.5% | +129.2% | -125.8% | -12.2% |
| YTD | -10.1% | +201.9% | -212.1% | -27.7% |
| 1Y | +6.2% | +235.5% | -229.3% | -16.5% |
| 3Y | -5.4% | +463.8% | -469.2% | -33.5% |
| 5Y | -27.9% | +306.7% | -334.6% | -48.2% |
| 10Y | +215.7% | +579.5% | -363.7% | +91.1% |
| All | +215.7% | +548.4% | -332.7% | +91.1% |
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