+4,074.4%
DHR vs SPYG
+559.2%
+3,515.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -2.2% | -1.7% | -0.5% | -1.0% |
| 3M | +9.0% | +3.6% | +5.3% | +5.3% |
| 6M | +3.5% | +16.6% | -13.1% | -8.5% |
| YTD | -10.1% | +13.4% | -23.5% | -19.0% |
| 1Y | +6.2% | +19.6% | -13.4% | -8.3% |
| 3Y | -5.4% | +99.8% | -105.1% | -45.1% |
| 5Y | -27.9% | +85.0% | -112.8% | -56.1% |
| 10Y | +215.7% | +422.1% | -206.4% | -11.0% |
| All | +4,074.4% | +559.2% | +3,515.2% | +648.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling