+249.8%
DHR vs SM
+18.0%
+231.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | +9.4% | -8.2% | +0.8% |
| 30D | +3.7% | -14.4% | +18.1% | +4.3% |
| 3M | +14.5% | +1.6% | +12.9% | +14.2% |
| 6M | +40.9% | +6.3% | +34.6% | +39.9% |
| YTD | +2.4% | +78.8% | -76.4% | -1.2% |
| 1Y | +6.1% | +83.1% | -77.0% | +2.2% |
| 3Y | +21.0% | -5.9% | +26.9% | +19.1% |
| 5Y | -11.4% | +4.8% | -16.2% | -13.8% |
| All | +249.8% | +18.0% | +231.8% | +206.2% |
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