Regression from Aug 2006 - Oct 2013

Rm-Rf SMB HML Alpha R2
0.87 -0.35 0.75 -0.66% 0.793
Standard error 0.0680 0.1486 0.1240 0.0029
t-statistics 12.76 -2.37 6.03 -0.19

Fund Profile

Symbol DHS
Issuer WisdomTree
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Aug 2006 - Oct 2013

Month RaR Rm-Rf SMB HML Rf
200608 2.15 2.03 0.83 -1.75 0.42
200609 1.86 1.84 -1.24 -0.42 0.41
200610 2.09 3.23 1.64 0.48 0.41
200611 1.02 1.71 0.77 0.48 0.42
200612 1.75 0.87 -0.89 2.51 0.40
200701 1.68 1.41 0.09 -0.02 0.44
200702 -1.69 -1.95 1.38 0.24 0.38
200703 0.40 0.68 -0.26 0.39 0.43
200704 3.26 3.49 -2.09 -0.96 0.44
200705 2.64 3.24 -0.04 -0.13 0.41
200706 -3.11 -1.96 0.76 -1.06 0.40
200707 -4.29 -3.74 -2.67 -2.99 0.40
200708 2.46 0.92 -0.14 -2.36 0.42
200709 2.82 3.23 -2.46 -2.13 0.32
200710 -0.09 1.80 0.21 -1.97 0.32
200711 -5.47 -4.82 -2.77 -1.09 0.34
200712 -3.44 -0.86 0.05 -0.03 0.27
200801 0.86 -6.35 -0.77 3.05 0.21
200802 -8.43 -3.09 -0.55 -0.03 0.13
200803 -2.45 -0.94 0.83 0.28 0.17
200804 3.49 4.60 -1.49 -0.03 0.18
200805 -3.07 1.86 2.98 -0.34 0.18
200806 -17.15 -8.44 1.07 -1.02 0.17
200807 6.10 -0.77 3.58 3.69 0.15
200808 1.50 1.53 3.75 1.48 0.13
200809 -0.69 -9.24 -0.34 4.40 0.15
200810 -17.26 -17.23 -2.28 -2.99 0.08
200811 -12.06 -7.86 -3.63 -4.94 0.03
200812 2.20 1.66 3.97 -1.20 0.09
200901 -18.94 -8.12 -0.98 -9.86 0.00
200902 -16.27 -10.09 -0.35 -6.90 0.01
200903 11.59 8.95 0.73 2.60 0.02
200904 14.21 10.19 5.40 5.42 0.01
200905 7.24 5.21 -2.66 0.56 0.00
200906 -0.84 0.43 2.67 -2.44 0.01
200907 10.13 7.72 2.50 4.73 0.01
200908 7.07 3.32 -0.51 7.59 0.01
200909 4.01 4.08 2.47 1.40 0.01
200910 -4.23 -2.59 -4.22 -4.37 0.00
200911 6.88 5.56 -2.65 0.17 0.00
200912 1.46 2.75 5.79 0.73 0.01
201001 -3.51 -3.36 0.19 0.61 0.00
201002 1.21 3.40 1.44 2.74 0.00
201003 5.06 6.32 1.58 2.03 0.01
201004 1.95 2.00 4.94 3.15 0.00
201005 -6.26 -7.89 -0.08 -2.33 0.01
201006 -1.53 -5.56 -2.13 -4.26 0.01
201007 7.72 6.92 0.17 0.22 0.01
201008 0.13 -4.77 -2.94 -1.64 0.01
201009 6.51 9.54 3.84 -3.02 0.01
201010 2.44 3.88 1.04 -2.30 0.01
201011 -1.88 0.60 3.66 -0.54 0.01
201012 5.48 6.82 0.78 3.58 0.01
201101 -0.20 2.01 -2.46 0.86 0.01
201102 3.73 3.49 1.63 1.67 0.01
201103 1.54 0.48 2.62 -1.22 0.01
201104 4.03 2.90 -0.32 -2.25 0.00
201105 1.01 -1.27 -0.65 -2.21 0.00
201106 -1.83 -1.75 -0.08 -0.42 0.00
201107 -1.86 -2.34 -1.40 -1.20 0.00
201108 -1.15 -6.00 -3.30 -1.56 0.01
201109 -3.32 -7.60 -3.68 -1.06 0.00
201110 6.87 11.34 3.58 -0.90 0.00
201111 1.25 -0.26 -0.26 -0.17 0.00
201112 3.82 0.74 -0.57 1.53 0.00
201201 0.07 5.06 2.52 -2.13 0.00
201202 2.73 4.43 -1.65 0.04 0.00
201203 2.47 3.11 -0.23 -0.07 0.00
201204 0.94 -0.84 -0.61 -0.20 0.00
201205 -2.62 -6.20 -0.10 0.10 0.01
201206 5.28 3.88 0.82 0.46 0.00
201207 2.65 0.79 -2.59 0.02 0.00
201208 -0.93 2.56 0.72 0.59 0.01
201209 2.22 2.74 0.49 1.57 0.01
201210 -0.86 -1.75 -1.07 4.17 0.01
201211 -0.75 0.77 0.67 -1.10 0.01
201212 -0.38 1.18 1.66 3.28 0.01
201301 5.82 5.58 0.49 1.35 0.00
201302 1.99 1.28 -0.38 0.31 0.00
201303 4.48 4.03 0.84 -0.06 0.00
201304 4.05 1.56 -2.43 0.36 0.00
201305 -2.08 2.81 1.93 1.31 0.00
201306 -0.08 -1.21 1.23 -0.45 0.00
201307 3.04 5.65 1.85 0.79 0.00
201308 -3.50 -2.69 0.28 -2.46 0.00
201309 1.86 3.76 2.85 -1.51 0.00
201310 -0.89 4.17 -1.52 1.39 0.00

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