-27.8%
DHR vs SM
+118.0%
-145.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.5% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | +0.2% | +31.5% | -31.3% | -2.6% |
| 3M | +12.1% | +17.3% | -5.3% | +9.7% |
| 6M | +5.4% | +48.5% | -43.1% | -0.3% |
| YTD | -10.0% | +106.3% | -116.2% | -18.6% |
| 1Y | +4.1% | +47.3% | -43.2% | -2.1% |
| 3Y | -5.2% | -1.4% | -3.8% | -9.7% |
| All | -27.8% | +118.0% | -145.7% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling