-28.0%
DHR vs SMTC
+122.8%
-150.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.7% |
| 7D | -3.6% | +13.1% | -16.7% | -4.8% |
| 30D | -2.7% | +19.5% | -22.2% | -4.8% |
| 3M | +10.9% | +2.2% | +8.7% | +9.3% |
| 6M | +3.0% | +94.9% | -91.8% | -7.6% |
| YTD | -12.2% | +127.0% | -139.2% | -23.1% |
| 1Y | +3.3% | +174.6% | -171.3% | -12.3% |
| 3Y | -8.2% | +615.9% | -624.1% | -38.7% |
| All | -28.0% | +122.8% | -150.8% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling