+18,147.4%
DHR vs SIRI
-17.7%
+18,165.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -5.0% | -3.0% | -2.0% | -4.8% |
| 30D | -3.3% | +1.3% | -4.6% | -3.4% |
| 3M | +9.4% | +5.6% | +3.8% | +9.1% |
| 6M | +3.2% | +35.1% | -32.0% | +1.4% |
| YTD | -12.0% | +49.0% | -61.1% | -14.0% |
| 1Y | +4.9% | +26.8% | -21.9% | +3.3% |
| 3Y | -7.4% | -23.7% | +16.3% | -7.2% |
| 5Y | -29.8% | -41.8% | +12.1% | -29.3% |
| 10Y | +209.1% | -11.3% | +220.4% | +204.1% |
| All | +18,147.4% | -17.7% | +18,165.1% | +15,702.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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