+460.3%
DHR vs SPMO
+575.0%
-114.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.4% | +2.7% | -5.1% | -4.0% |
| 30D | -2.2% | +1.1% | -3.2% | -2.9% |
| 3M | +9.0% | +2.0% | +6.9% | +5.4% |
| 6M | +3.5% | +26.5% | -23.1% | -14.2% |
| YTD | -10.1% | +26.5% | -36.7% | -25.6% |
| 1Y | +6.2% | +27.9% | -21.7% | -13.0% |
| 3Y | -5.4% | +160.4% | -165.7% | -54.3% |
| 5Y | -27.9% | +151.5% | -179.4% | -64.5% |
| 10Y | +215.7% | +526.3% | -310.6% | -1.9% |
| All | +460.3% | +575.0% | -114.8% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling