+2,941.1%
SHOP vs DHR
+210.0%
+2,731.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.6% |
| 7D | -13.2% | -5.0% | -8.2% | -9.5% |
| 30D | -17.0% | -3.3% | -13.7% | -14.9% |
| 3M | +17.0% | +9.4% | +7.6% | +7.0% |
| 6M | -2.1% | +3.2% | -5.3% | -6.2% |
| YTD | -21.4% | -12.0% | -9.3% | -14.3% |
| 1Y | -11.0% | +4.9% | -15.9% | -17.8% |
| 3Y | +100.9% | -7.4% | +108.3% | +94.1% |
| 5Y | -14.7% | -29.8% | +15.1% | +7.5% |
| All | +2,941.1% | +210.0% | +2,731.0% | +974.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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