+10.7%
DHR vs SRE
-7.5%
+18.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +1.9% |
| 7D | +0.4% | -2.1% | +2.5% | +0.2% |
| 30D | +6.2% | +6.1% | +0.1% | +6.6% |
| 3M | +20.8% | -3.5% | +24.4% | +21.1% |
| 6M | +35.5% | -10.8% | +46.3% | +36.5% |
| YTD | +3.2% | -4.0% | +7.2% | +3.5% |
| 1Y | +10.7% | -7.7% | +18.3% | +11.2% |
| All | +10.7% | -7.5% | +18.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling