+208.8%
C vs DHR
+246.3%
-37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.4% | +2.6% | -3.0% | -1.4% |
| 30D | -5.2% | +7.4% | -12.6% | -8.1% |
| 3M | -9.1% | +13.0% | -22.1% | -14.2% |
| 6M | -1.6% | +38.5% | -40.1% | -16.6% |
| YTD | +6.9% | +3.8% | +3.2% | +3.5% |
| 1Y | +23.0% | +12.6% | +10.3% | +14.3% |
| 3Y | +216.1% | +22.0% | +194.2% | +172.3% |
| 5Y | +112.2% | -9.5% | +121.8% | +106.7% |
| 10Y | +208.8% | +249.4% | -40.6% | +35.5% |
| All | +208.8% | +246.3% | -37.5% | +35.5% |
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