-28.0%
DHR vs SPYG
+85.2%
-113.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -3.6% | -0.9% | -2.7% | -3.1% |
| 30D | -2.7% | -1.5% | -1.2% | -1.8% |
| 3M | +10.9% | +3.7% | +7.2% | +7.7% |
| 6M | +3.0% | +16.4% | -13.4% | -7.7% |
| YTD | -12.2% | +13.3% | -25.5% | -20.0% |
| 1Y | +3.3% | +17.9% | -14.6% | -8.8% |
| 3Y | -8.2% | +98.3% | -106.6% | -46.1% |
| All | -28.0% | +85.2% | -113.3% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling