+1,269.2%
SMH vs DHR
+4,043.3%
-2,774.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | +5.2% | -0.8% | +6.1% | +5.7% |
| 30D | -1.5% | +0.2% | -1.8% | -2.0% |
| 3M | -4.1% | +12.1% | -16.1% | -12.0% |
| 6M | +50.8% | +5.4% | +45.3% | +42.0% |
| YTD | +59.3% | -10.0% | +69.3% | +63.7% |
| 1Y | +94.1% | +4.1% | +90.0% | +81.8% |
| 3Y | +286.7% | -5.2% | +291.9% | +271.2% |
| 5Y | +339.4% | -28.2% | +367.7% | +388.1% |
| 10Y | +1,803.3% | +208.4% | +1,594.9% | +827.0% |
| All | +1,269.2% | +4,043.3% | -2,774.1% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling