+2,165.7%
DHR vs SIMO
+2,171.3%
-5.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.6% |
| 7D | +2.6% | -16.0% | +18.6% | +4.6% |
| 30D | +7.4% | -35.8% | +43.2% | +12.7% |
| 3M | +13.0% | -26.5% | +39.5% | +15.7% |
| 6M | +38.5% | -33.0% | +71.5% | +40.3% |
| YTD | +3.8% | +84.3% | -80.6% | -10.8% |
| 1Y | +12.6% | +82.0% | -69.3% | -3.1% |
| 3Y | +22.0% | +218.5% | -196.5% | -5.1% |
| 5Y | -9.5% | +175.0% | -184.6% | -30.0% |
| 10Y | +249.4% | +407.5% | -158.1% | +137.8% |
| All | +2,165.7% | +2,171.3% | -5.6% | +913.9% |
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