+11,573.1%
COST vs DHR
+55,958.1%
-44,384.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.0% |
| 30D | -5.3% | -2.2% | -3.1% | -4.8% |
| 3M | -6.7% | +9.0% | -15.6% | -9.9% |
| 6M | -9.9% | +3.5% | -13.4% | -12.0% |
| YTD | +5.1% | -10.1% | +15.3% | +7.3% |
| 1Y | -7.3% | +6.2% | -13.5% | -10.9% |
| 3Y | +70.4% | -5.4% | +75.8% | +65.8% |
| 5Y | +104.4% | -27.9% | +132.3% | +114.6% |
| 10Y | +609.0% | +215.7% | +393.3% | +348.9% |
| All | +11,573.1% | +55,958.1% | -44,384.9% | +1,415.9% |
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