+3,036.2%
SPY vs DHR
+34,902.7%
-31,866.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.6% | +1.2% | +1.4% | +2.2% |
| 30D | -2.0% | +3.7% | -5.7% | -3.3% |
| 3M | -2.8% | +14.5% | -17.3% | -7.8% |
| 6M | +2.1% | +40.9% | -38.8% | -11.1% |
| YTD | +11.5% | +2.4% | +9.1% | +8.6% |
| 1Y | +13.5% | +6.1% | +7.3% | +9.0% |
| 3Y | +77.7% | +21.0% | +56.7% | +58.6% |
| 5Y | +72.6% | -11.4% | +84.0% | +70.4% |
| 10Y | +308.2% | +241.8% | +66.3% | +142.8% |
| All | +3,036.2% | +34,902.7% | -31,866.5% | +385.5% |
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 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