+222.0%
DHR vs SNAP
-77.7%
+299.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -1.0% |
| 7D | +0.2% | -9.8% | +10.0% | +1.1% |
| 30D | +6.4% | -18.2% | +24.6% | +8.2% |
| 3M | +13.6% | -3.1% | +16.7% | +13.5% |
| 6M | +41.9% | -7.1% | +49.0% | +41.6% |
| YTD | +3.4% | -33.8% | +37.2% | +6.0% |
| 1Y | +9.9% | -39.0% | +48.9% | +13.4% |
| 3Y | +21.6% | -52.8% | +74.4% | +23.6% |
| 5Y | -10.6% | -90.0% | +79.4% | -2.8% |
| All | +222.0% | -77.7% | +299.8% | +195.7% |
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