-10.0%
DHR vs SNAP
-90.3%
+80.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +1.2% | +6.0% | -4.8% | +0.6% |
| 30D | +3.7% | -13.8% | +17.5% | +5.1% |
| 3M | +14.5% | -0.8% | +15.2% | +14.1% |
| 6M | +40.9% | -6.2% | +47.2% | +40.6% |
| YTD | +2.4% | -34.8% | +37.2% | +5.2% |
| 1Y | +6.1% | -38.7% | +44.8% | +9.7% |
| 3Y | +21.0% | -53.5% | +74.5% | +22.9% |
| All | -10.0% | -90.3% | +80.3% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling