-5.2%
DHR vs SN
+430.5%
-435.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.2% | -5.6% | +5.8% | +1.2% |
| 3M | +12.1% | +48.1% | -36.0% | +4.1% |
| 6M | +5.4% | +57.6% | -52.2% | -3.4% |
| YTD | -10.0% | +56.5% | -66.5% | -17.7% |
| 1Y | +4.1% | +52.6% | -48.5% | -4.6% |
| 3Y | -5.2% | +412.0% | -417.2% | -27.4% |
| All | -5.2% | +430.5% | -435.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling