+193.0%
ARM vs DHR
+6.1%
+186.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +5.7% |
| 7D | -5.3% | +3.1% | -8.5% | -6.5% |
| 30D | -30.0% | +7.0% | -37.0% | -31.8% |
| 3M | -34.1% | +15.0% | -49.1% | -38.1% |
| 6M | -12.6% | +37.9% | -50.5% | -27.8% |
| YTD | +70.4% | +3.3% | +67.1% | +68.0% |
| 1Y | +22.3% | +12.8% | +9.4% | +13.1% |
| 3Y | +261.2% | +22.4% | +238.8% | +194.2% |
| All | +193.0% | +6.1% | +186.8% | +160.9% |
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