+32,372.6%
DHR vs SM
+1,608.3%
+30,764.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +4.0% | +26.3% | -22.3% | +2.0% |
| 3M | +11.5% | +8.7% | +2.8% | +10.3% |
| 6M | +1.9% | +51.7% | -49.8% | -2.4% |
| YTD | -8.9% | +99.0% | -108.0% | -14.8% |
| 1Y | +5.1% | +34.6% | -29.5% | +1.3% |
| 3Y | -10.3% | -7.8% | -2.5% | -12.1% |
| 5Y | -27.8% | +104.8% | -132.6% | -35.1% |
| 10Y | +203.6% | +7.2% | +196.4% | +139.1% |
| All | +32,372.6% | +1,608.3% | +30,764.3% | +17,442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling