-8.0%
DHR vs SITM
+423.6%
-431.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -5.0% | +4.8% | -9.8% | -5.2% |
| 30D | -3.3% | -9.7% | +6.4% | -2.9% |
| 3M | +9.4% | -9.3% | +18.8% | +9.2% |
| 6M | +3.2% | +69.5% | -66.4% | -3.9% |
| YTD | -12.0% | +70.5% | -82.6% | -18.5% |
| 1Y | +4.9% | +145.3% | -140.4% | -7.0% |
| All | -8.0% | +423.6% | -431.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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