-28.0%
DHR vs SPMO
+149.5%
-177.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -3.6% | -0.9% | -2.7% | -3.2% |
| 30D | -2.7% | -1.9% | -0.8% | -1.9% |
| 3M | +10.9% | -1.4% | +12.3% | +10.0% |
| 6M | +3.0% | +25.5% | -22.5% | -13.1% |
| YTD | -12.2% | +24.8% | -37.0% | -25.8% |
| 1Y | +3.3% | +24.5% | -21.2% | -12.9% |
| 3Y | -8.2% | +157.1% | -165.3% | -56.6% |
| All | -28.0% | +149.5% | -177.5% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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