+1,055.3%
DELL vs DHR
-29.9%
+1,085.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.6% |
| 7D | -1.9% | -5.0% | +3.1% | 0.0% |
| 30D | +14.9% | -3.3% | +18.2% | +16.3% |
| 3M | +37.2% | +9.4% | +27.8% | +30.1% |
| 6M | +254.0% | +3.2% | +250.8% | +242.7% |
| YTD | +306.1% | -12.0% | +318.2% | +322.6% |
| 1Y | +312.3% | +4.9% | +307.4% | +293.4% |
| 3Y | +654.0% | -7.4% | +661.4% | +639.2% |
| 5Y | +1,055.3% | -29.8% | +1,085.1% | +1,037.9% |
| All | +1,055.3% | -29.9% | +1,085.3% | +1,037.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling