+215.7%
DHR vs SPGI
+287.8%
-72.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.1% |
| 7D | -2.4% | -3.1% | +0.7% | -0.9% |
| 30D | -2.2% | +2.0% | -4.2% | -3.4% |
| 3M | +9.0% | +4.3% | +4.6% | +6.0% |
| 6M | +3.5% | -0.2% | +3.7% | +2.8% |
| YTD | -10.1% | -14.8% | +4.7% | -4.1% |
| 1Y | +6.2% | -18.5% | +24.7% | +15.5% |
| 3Y | -5.4% | +16.0% | -21.3% | -15.5% |
| 5Y | -27.9% | +2.2% | -30.1% | -32.5% |
| 10Y | +215.7% | +296.4% | -80.7% | +64.3% |
| All | +215.7% | +287.8% | -72.0% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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