-10.6%
DHR vs SPGI
+14.7%
-25.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.2% | -1.4% | +1.5% | +0.9% |
| 30D | +6.4% | +15.3% | -8.9% | -1.4% |
| 3M | +13.6% | +16.5% | -2.9% | +4.4% |
| 6M | +41.9% | +19.8% | +22.0% | +27.7% |
| YTD | +3.4% | -3.2% | +6.6% | +3.9% |
| 1Y | +9.9% | +1.8% | +8.1% | +6.8% |
| 3Y | +21.6% | +30.6% | -9.0% | -1.1% |
| 5Y | -10.6% | +16.0% | -26.6% | -23.7% |
| All | -10.6% | +14.7% | -25.3% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling