+1,537.1%
SOXX vs DHR
+209.4%
+1,327.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -3.6% | +5.0% | +3.5% |
| 30D | -3.6% | -2.7% | -0.8% | -2.3% |
| 3M | -10.2% | +10.9% | -21.1% | -17.8% |
| 6M | +54.2% | +3.0% | +51.2% | +46.4% |
| YTD | +75.2% | -12.2% | +87.4% | +83.7% |
| 1Y | +107.5% | +3.3% | +104.2% | +93.2% |
| 3Y | +226.8% | -8.2% | +235.0% | +215.8% |
| 5Y | +251.2% | -29.9% | +281.1% | +303.4% |
| All | +1,537.1% | +209.4% | +1,327.7% | +562.5% |
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