-10.0%
DHR vs SPG
+84.0%
-94.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +1.2% | +2.0% | -0.8% | +0.3% |
| 30D | +3.7% | +17.2% | -13.5% | -3.3% |
| 3M | +14.5% | +6.3% | +8.2% | +11.3% |
| 6M | +40.9% | +18.7% | +22.2% | +30.6% |
| YTD | +2.4% | +30.1% | -27.7% | -9.2% |
| 1Y | +6.1% | +32.8% | -26.6% | -6.7% |
| 3Y | +21.0% | +133.6% | -112.6% | -18.1% |
| All | -10.0% | +84.0% | -94.0% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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