+88.0%
ARM vs DHR
+5.7%
+82.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.7% |
| 7D | +11.4% | -0.8% | +12.2% | +11.4% |
| 30D | -7.4% | +0.2% | -7.7% | -7.4% |
| 3M | -24.5% | +12.1% | -36.6% | -26.3% |
| 6M | +128.7% | +5.4% | +123.2% | +123.2% |
| YTD | +139.3% | -10.0% | +149.2% | +145.0% |
| 1Y | +88.0% | +4.1% | +83.9% | +85.8% |
| All | +88.0% | +5.7% | +82.3% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling