-27.9%
DHR vs SLV
+170.6%
-198.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | -2.4% | +2.8% | -5.2% | -2.7% |
| 30D | -2.2% | +2.2% | -4.4% | -2.4% |
| 3M | +9.0% | +2.9% | +6.1% | +8.6% |
| 6M | +3.5% | -22.4% | +25.9% | +5.9% |
| YTD | -10.1% | -5.7% | -4.4% | -12.9% |
| 1Y | +6.2% | +63.3% | -57.1% | -7.3% |
| 3Y | -5.4% | +189.0% | -194.4% | -27.9% |
| 5Y | -27.9% | +172.7% | -200.5% | -48.8% |
| All | -27.9% | +170.6% | -198.5% | -48.8% |
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