-8.0%
DHR vs SMTC
+546.3%
-554.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | -5.0% | +17.5% | -22.5% | -6.0% |
| 30D | -3.3% | +21.3% | -24.6% | -4.8% |
| 3M | +9.4% | +3.1% | +6.3% | +8.3% |
| 6M | +3.2% | +81.7% | -78.5% | -4.3% |
| YTD | -12.0% | +115.9% | -128.0% | -20.0% |
| 1Y | +4.9% | +157.8% | -152.9% | -6.8% |
| All | -8.0% | +546.3% | -554.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling