-28.2%
DHR vs SNAP
-92.9%
+64.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | +0.2% | +1.9% | -1.6% | -0.1% |
| 3M | +12.1% | -3.9% | +15.9% | +11.9% |
| 6M | +5.4% | +5.2% | +0.2% | +3.9% |
| YTD | -10.0% | -32.7% | +22.7% | -7.6% |
| 1Y | +4.1% | -24.8% | +28.9% | +5.3% |
| 3Y | -5.2% | -42.2% | +37.0% | -5.4% |
| 5Y | -28.2% | -92.7% | +64.4% | -23.1% |
| All | -28.2% | -92.9% | +64.6% | -23.1% |
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