-28.2%
DHR vs SIMO
+297.1%
-325.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -1.6% |
| 7D | -0.8% | +14.6% | -15.4% | -1.9% |
| 30D | +0.2% | +6.2% | -6.0% | -0.4% |
| 3M | +12.1% | +3.6% | +8.5% | +10.2% |
| 6M | +5.4% | +130.8% | -125.4% | -8.4% |
| YTD | -10.0% | +195.8% | -205.7% | -25.3% |
| 1Y | +4.1% | +225.0% | -220.9% | -15.4% |
| 3Y | -5.2% | +452.3% | -457.5% | -31.1% |
| 5Y | -28.2% | +303.6% | -331.8% | -45.5% |
| All | -28.2% | +297.1% | -325.3% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling