+5,627.4%
DHR vs SRE
+1,553.2%
+4,074.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -0.8% | +1.4% | -2.3% | -1.3% |
| 30D | +0.2% | +1.9% | -1.7% | -0.7% |
| 3M | +12.1% | -3.3% | +15.3% | +13.0% |
| 6M | +5.4% | -6.4% | +11.8% | +7.2% |
| YTD | -10.0% | -1.8% | -8.1% | -10.2% |
| 1Y | +4.1% | +10.7% | -6.7% | -0.8% |
| 3Y | -5.2% | +31.8% | -37.0% | -16.9% |
| 5Y | -28.2% | +49.2% | -77.4% | -40.1% |
| 10Y | +208.4% | +118.5% | +89.9% | +114.3% |
| All | +5,627.4% | +1,553.2% | +4,074.2% | +2,189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling