-5.9%
DHR vs SIMO
+457.3%
-463.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -1.5% |
| 7D | -0.8% | +14.6% | -15.4% | -1.5% |
| 30D | +0.2% | +6.2% | -6.0% | -0.2% |
| 3M | +12.1% | +3.6% | +8.5% | +10.6% |
| 6M | +5.4% | +130.8% | -125.4% | -8.0% |
| YTD | -10.0% | +195.8% | -205.7% | -25.5% |
| 1Y | +4.1% | +225.0% | -220.9% | -16.2% |
| All | -5.9% | +457.3% | -463.2% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling