+249.8%
DHR vs SPY
+307.0%
-57.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +1.2% | +2.6% | -1.4% | -1.0% |
| 30D | +3.7% | -2.0% | +5.7% | +5.5% |
| 3M | +14.5% | -2.8% | +17.3% | +17.2% |
| 6M | +40.9% | +2.1% | +38.8% | +37.7% |
| YTD | +2.4% | +11.5% | -9.1% | -7.4% |
| 1Y | +6.1% | +13.5% | -7.3% | -5.5% |
| 3Y | +21.0% | +77.7% | -56.7% | -27.5% |
| 5Y | -11.4% | +72.6% | -84.0% | -45.9% |
| All | +249.8% | +307.0% | -57.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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