+66.8%
DHR vs SITM
+4,437.5%
-4,370.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.4% | +3.7% | -6.1% | -2.8% |
| 30D | -2.2% | -14.5% | +12.3% | -0.8% |
| 3M | +9.0% | -10.6% | +19.5% | +8.5% |
| 6M | +3.5% | +65.5% | -62.1% | -5.5% |
| YTD | -10.1% | +67.0% | -77.1% | -18.6% |
| 1Y | +6.2% | +138.6% | -132.4% | -8.9% |
| 3Y | -5.4% | +421.8% | -427.2% | -30.9% |
| 5Y | -27.9% | +172.4% | -200.3% | -46.8% |
| All | +66.8% | +4,437.5% | -4,370.7% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling