+179.8%
DHR vs SNAP
-77.9%
+257.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -2.4% | -5.0% | +2.6% | -1.9% |
| 30D | -2.2% | -0.7% | -1.4% | -2.2% |
| 3M | +9.0% | -5.0% | +14.0% | +9.0% |
| 6M | +3.5% | +3.5% | 0.0% | +2.2% |
| YTD | -10.1% | -34.2% | +24.1% | -7.6% |
| 1Y | +6.2% | -27.1% | +33.3% | +7.8% |
| 3Y | -5.4% | -43.5% | +38.1% | -5.2% |
| 5Y | -27.9% | -92.9% | +65.0% | -19.4% |
| All | +179.8% | -77.9% | +257.7% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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