+36,761.5%
DHR vs SM
+1,360.8%
+35,400.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | -0.8% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | +6.4% | -17.3% | +23.7% | +7.8% |
| 3M | +13.6% | -3.6% | +17.2% | +13.5% |
| 6M | +41.9% | +2.9% | +39.0% | +40.4% |
| YTD | +3.4% | +70.2% | -66.8% | -2.4% |
| 1Y | +9.9% | +66.5% | -56.7% | +3.8% |
| 3Y | +21.6% | -8.2% | +29.8% | +18.9% |
| 5Y | -10.6% | -1.5% | -9.1% | -14.9% |
| 10Y | +245.2% | +11.9% | +233.3% | +169.1% |
| All | +36,761.5% | +1,360.8% | +35,400.7% | +19,997.7% |
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