+185.4%
ARM vs DHR
+6.6%
+178.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -10.4% | +2.6% | -13.0% | -11.3% |
| 30D | -31.8% | +7.4% | -39.3% | -33.7% |
| 3M | -32.2% | +13.0% | -45.2% | -35.9% |
| 6M | -14.9% | +38.5% | -53.4% | -29.8% |
| YTD | +66.0% | +3.8% | +62.3% | +63.3% |
| 1Y | +17.2% | +12.6% | +4.6% | +8.6% |
| 3Y | +247.2% | +22.0% | +225.2% | +183.7% |
| All | +185.4% | +6.6% | +178.8% | +153.6% |
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