+204.4%
DHR vs SLV
+220.9%
-16.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.5% |
| 7D | -5.0% | -5.0% | +0.1% | -4.5% |
| 30D | -3.3% | -1.8% | -1.5% | -3.1% |
| 3M | +9.4% | -0.3% | +9.7% | +9.3% |
| 6M | +3.2% | -28.2% | +31.4% | +6.5% |
| YTD | -12.0% | -10.7% | -1.3% | -13.6% |
| 1Y | +4.9% | +53.7% | -48.8% | -5.6% |
| 3Y | -7.4% | +173.7% | -181.0% | -24.8% |
| 5Y | -29.8% | +161.5% | -191.2% | -43.5% |
| All | +204.4% | +220.9% | -16.5% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling