-13.1%
DHR vs SMR
+7.6%
-20.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -2.4% | +13.1% | -15.5% | -2.8% |
| 30D | -2.2% | +17.8% | -19.9% | -2.7% |
| 3M | +9.0% | +8.1% | +0.9% | +8.4% |
| 6M | +3.5% | -11.1% | +14.6% | +3.1% |
| YTD | -10.1% | -23.7% | +13.6% | -10.3% |
| 1Y | +6.2% | -69.4% | +75.6% | +8.4% |
| 3Y | -5.4% | +82.6% | -88.0% | -18.8% |
| All | -13.1% | +7.6% | -20.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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