+203.8%
DHR vs SO
+159.0%
+44.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | -1.1% | -2.6% | -3.2% |
| 30D | -2.7% | -5.0% | +2.3% | -0.9% |
| 3M | +10.9% | -5.8% | +16.7% | +13.3% |
| 6M | +3.0% | -7.9% | +11.0% | +5.9% |
| YTD | -12.2% | +2.4% | -14.6% | -13.4% |
| 1Y | +3.3% | -2.3% | +5.6% | +3.5% |
| 3Y | -8.2% | +41.9% | -50.1% | -21.5% |
| 5Y | -29.9% | +58.1% | -88.0% | -42.8% |
| All | +203.8% | +159.0% | +44.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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