-5.2%
DHR vs SO
+46.8%
-52.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +0.2% | -3.2% | +3.4% | +0.9% |
| 3M | +12.1% | -1.7% | +13.8% | +12.6% |
| 6M | +5.4% | -7.2% | +12.6% | +7.1% |
| YTD | -10.0% | +4.6% | -14.5% | -11.1% |
| 1Y | +4.1% | +1.2% | +2.9% | +3.4% |
| 3Y | -5.2% | +45.3% | -50.5% | -18.0% |
| All | -5.2% | +46.8% | -52.0% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling