+54,893.9%
DHR vs SPGI
+14,090.3%
+40,803.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | +4.0% | +8.4% | -4.4% | +0.7% |
| 3M | +11.5% | +11.8% | -0.3% | +6.5% |
| 6M | +1.9% | +5.7% | -3.9% | -0.7% |
| YTD | -8.9% | -9.7% | +0.8% | -6.5% |
| 1Y | +5.1% | -12.5% | +17.6% | +8.8% |
| 3Y | -10.3% | +21.8% | -32.1% | -18.2% |
| 5Y | -27.8% | +8.2% | -36.0% | -31.6% |
| 10Y | +203.6% | +309.5% | -105.9% | +76.6% |
| All | +54,893.9% | +14,090.3% | +40,803.6% | +9,279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling