+1,163.5%
C vs DHR
+56,727.0%
-55,563.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | +3.6% | -3.9% | +7.5% | +5.6% |
| 30D | +0.1% | +4.0% | -3.9% | -2.3% |
| 3M | +2.4% | +11.5% | -9.1% | -4.6% |
| 6M | +24.9% | +1.9% | +23.1% | +21.5% |
| YTD | +19.8% | -8.9% | +28.7% | +22.8% |
| 1Y | +44.9% | +5.1% | +39.8% | +36.8% |
| 3Y | +263.0% | -10.3% | +273.3% | +262.4% |
| 5Y | +129.5% | -27.8% | +157.3% | +148.0% |
| 10Y | +291.6% | +203.6% | +88.0% | +96.0% |
| All | +1,163.5% | +56,727.0% | -55,563.5% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling