+204.4%
DHR vs SM
+23.2%
+181.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -5.0% | +2.1% | -7.1% | -5.1% |
| 30D | -3.3% | +18.1% | -21.5% | -4.1% |
| 3M | +9.4% | +17.0% | -7.6% | +8.4% |
| 6M | +3.2% | +55.4% | -52.3% | +0.5% |
| YTD | -12.0% | +108.6% | -120.6% | -15.6% |
| 1Y | +4.9% | +45.7% | -40.8% | +2.3% |
| 3Y | -7.4% | -0.3% | -7.0% | -9.0% |
| 5Y | -29.8% | +113.0% | -142.8% | -33.2% |
| All | +204.4% | +23.2% | +181.1% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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