+16.7%
BABA vs DHR
+209.6%
-192.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -2.2% | -2.4% | +0.3% | -1.2% |
| 30D | -17.3% | -2.2% | -15.2% | -16.7% |
| 3M | -7.8% | +9.0% | -16.7% | -12.1% |
| 6M | -16.8% | +3.5% | -20.2% | -19.3% |
| YTD | -24.7% | -10.1% | -14.5% | -22.2% |
| 1Y | -24.9% | +6.2% | -31.1% | -29.0% |
| 3Y | +29.1% | -5.4% | +34.5% | +24.7% |
| 5Y | -30.5% | -27.9% | -2.6% | -24.7% |
| 10Y | +16.7% | +215.7% | -199.0% | -48.0% |
| All | +16.7% | +209.6% | -192.9% | -48.0% |
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