-9.8%
DHR vs SN
+453.9%
-463.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.5% |
| 7D | -5.0% | -7.2% | +2.2% | -3.9% |
| 30D | -3.3% | -13.4% | +10.0% | -1.2% |
| 3M | +9.4% | +26.8% | -17.4% | +5.4% |
| 6M | +3.2% | +44.6% | -41.4% | -2.8% |
| YTD | -12.0% | +45.3% | -57.3% | -17.4% |
| 1Y | +4.9% | +40.1% | -35.2% | -1.2% |
| 3Y | -7.4% | +375.3% | -382.6% | -21.1% |
| All | -9.8% | +453.9% | -463.7% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling