+6.0%
DHR vs SN
+681.9%
-676.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.6% |
| 7D | +3.1% | +7.6% | -4.5% | +1.9% |
| 30D | +7.0% | +24.1% | -17.1% | +3.3% |
| 3M | +15.0% | +23.7% | -8.7% | +11.0% |
| 6M | +37.9% | +105.5% | -67.6% | +22.9% |
| YTD | +3.3% | +105.1% | -101.8% | -8.3% |
| 1Y | +12.8% | +148.3% | -135.5% | -2.6% |
| 3Y | +22.4% | +438.7% | -416.3% | -1.7% |
| All | +6.0% | +681.9% | -676.0% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling