-10.6%
DHR vs SLV
+100.9%
-111.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.2% | -1.1% | +1.2% | +0.3% |
| 30D | +6.4% | -14.2% | +20.5% | +7.9% |
| 3M | +13.6% | -20.3% | +34.0% | +16.0% |
| 6M | +41.9% | -40.2% | +82.0% | +49.0% |
| YTD | +3.4% | -27.6% | +31.0% | +2.6% |
| 1Y | +9.9% | +0.4% | +9.4% | +2.6% |
| 3Y | +21.6% | +129.4% | -107.8% | -6.9% |
| 5Y | -10.6% | +99.8% | -110.4% | -37.4% |
| All | -10.6% | +100.9% | -111.5% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling