-8.2%
DHR vs SPYG
+98.4%
-106.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -3.6% | -0.9% | -2.7% | -3.2% |
| 30D | -2.7% | -1.5% | -1.2% | -2.1% |
| 3M | +10.9% | +3.7% | +7.2% | +8.6% |
| 6M | +3.0% | +16.4% | -13.4% | -5.4% |
| YTD | -12.2% | +13.3% | -25.5% | -18.3% |
| 1Y | +3.3% | +17.9% | -14.6% | -6.2% |
| 3Y | -8.2% | +98.3% | -106.6% | -39.2% |
| All | -8.2% | +98.4% | -106.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling