+30,896.6%
DHR vs SPY
+3,091.8%
+27,804.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | +4.0% | +0.1% | +4.0% | +4.0% |
| 3M | +11.5% | +2.0% | +9.5% | +9.2% |
| 6M | +1.9% | +13.0% | -11.2% | -8.5% |
| YTD | -8.9% | +13.5% | -22.4% | -18.5% |
| 1Y | +5.1% | +20.0% | -14.9% | -10.4% |
| 3Y | -10.3% | +77.2% | -87.5% | -45.0% |
| 5Y | -27.8% | +81.9% | -109.7% | -56.6% |
| 10Y | +203.6% | +314.1% | -110.4% | -9.0% |
| All | +30,896.6% | +3,091.8% | +27,804.8% | +2,245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling