+1,889.2%
DHR vs SIMO
+3,332.4%
-1,443.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.7% |
| 7D | -3.9% | +4.2% | -8.1% | -4.5% |
| 30D | +4.0% | +4.1% | -0.1% | +3.0% |
| 3M | +11.5% | -12.9% | +24.4% | +11.1% |
| 6M | +1.9% | +110.3% | -108.5% | -11.9% |
| YTD | -8.9% | +178.6% | -187.5% | -24.8% |
| 1Y | +5.1% | +220.0% | -214.9% | -15.3% |
| 3Y | -10.3% | +409.0% | -419.3% | -33.5% |
| 5Y | -27.8% | +277.3% | -305.1% | -45.6% |
| 10Y | +203.6% | +506.6% | -303.0% | +104.2% |
| All | +1,889.2% | +3,332.4% | -1,443.2% | +755.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling