+506.6%
APP vs DHR
+14.9%
+491.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -4.0% | -3.8% |
| 7D | +61.1% | +2.6% | +58.5% | +58.4% |
| 30D | +42.8% | +7.4% | +35.3% | +37.0% |
| 3M | +16.7% | +13.0% | +3.7% | +8.8% |
| 6M | -15.6% | +38.5% | -54.1% | -31.2% |
| YTD | -41.3% | +3.8% | -45.1% | -43.4% |
| 1Y | -39.3% | +12.6% | -51.9% | -44.6% |
| 3Y | +803.2% | +22.0% | +781.2% | +597.1% |
| 5Y | +313.2% | -9.5% | +322.7% | +299.7% |
| All | +506.6% | +14.9% | +491.7% | +476.1% |
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