-29.8%
DHR vs SRE
+46.9%
-76.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -3.3% | -1.7% | -1.6% | -3.0% |
| 3M | +9.4% | -7.1% | +16.5% | +11.8% |
| 6M | +3.2% | -8.4% | +11.5% | +5.6% |
| YTD | -12.0% | -3.5% | -8.5% | -11.8% |
| 1Y | +4.9% | +5.4% | -0.5% | +1.4% |
| 3Y | -7.4% | +29.5% | -36.9% | -22.2% |
| 5Y | -29.8% | +48.3% | -78.1% | -40.3% |
| All | -29.8% | +46.9% | -76.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling