+391.7%
APP vs DHR
+0.9%
+390.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.1% |
| 7D | +0.9% | -3.9% | +4.8% | +3.0% |
| 30D | -23.3% | +4.0% | -27.3% | -25.0% |
| 3M | -42.6% | +11.5% | -54.1% | -46.9% |
| 6M | -33.6% | +1.9% | -35.5% | -35.4% |
| YTD | -52.4% | -8.9% | -43.5% | -50.7% |
| 1Y | -35.9% | +5.1% | -41.0% | -39.9% |
| 3Y | +642.2% | -10.3% | +652.5% | +619.4% |
| 5Y | +311.1% | -27.8% | +338.9% | +344.7% |
| All | +391.7% | +0.9% | +390.8% | +402.3% |
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