+291.6%
C vs DHR
+210.2%
+81.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | +1.3% | +0.2% | +1.1% | +0.9% |
| 3M | +3.1% | +12.1% | -8.9% | -3.5% |
| 6M | +29.6% | +5.4% | +24.2% | +24.5% |
| YTD | +19.0% | -10.0% | +28.9% | +22.8% |
| 1Y | +45.6% | +4.1% | +41.6% | +38.9% |
| 3Y | +269.3% | -5.2% | +274.5% | +258.4% |
| 5Y | +131.6% | -28.2% | +159.8% | +152.8% |
| All | +291.6% | +210.2% | +81.5% | +70.6% |
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