-28.0%
DHR vs SITM
+187.3%
-215.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.7% |
| 7D | -3.6% | +3.9% | -7.5% | -4.0% |
| 30D | -2.7% | -6.6% | +3.8% | -2.4% |
| 3M | +10.9% | -11.9% | +22.8% | +10.9% |
| 6M | +3.0% | +81.1% | -78.1% | -6.8% |
| YTD | -12.2% | +80.0% | -92.2% | -21.2% |
| 1Y | +3.3% | +145.8% | -142.5% | -11.8% |
| 3Y | -8.2% | +475.9% | -484.1% | -34.8% |
| All | -28.0% | +187.3% | -215.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling