+606.1%
COST vs DHR
+209.4%
+396.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -3.6% | +2.4% | -0.1% |
| 30D | -4.7% | -2.7% | -2.0% | -4.1% |
| 3M | -7.1% | +10.9% | -18.1% | -10.7% |
| 6M | -8.5% | +3.0% | -11.6% | -10.4% |
| YTD | +5.4% | -12.2% | +17.6% | +8.6% |
| 1Y | -5.6% | +3.3% | -8.9% | -8.6% |
| 3Y | +68.5% | -8.2% | +76.7% | +64.9% |
| 5Y | +105.2% | -29.9% | +135.1% | +120.1% |
| All | +606.1% | +209.4% | +396.6% | +317.3% |
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