+203.8%
DHR vs SPYM
+325.3%
-121.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.9% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -2.7% | -1.1% | -1.7% | -1.8% |
| 3M | +10.9% | +3.9% | +7.1% | +7.0% |
| 6M | +3.0% | +13.6% | -10.6% | -8.2% |
| YTD | -12.2% | +12.7% | -24.9% | -21.2% |
| 1Y | +3.3% | +17.6% | -14.3% | -10.8% |
| 3Y | -8.2% | +77.2% | -85.4% | -44.6% |
| 5Y | -29.9% | +84.1% | -114.0% | -59.2% |
| All | +203.8% | +325.3% | -121.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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