+204.4%
DHR vs A
+247.2%
-42.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.4% |
| 7D | -5.0% | -4.6% | -0.4% | -2.1% |
| 30D | -3.3% | -4.3% | +0.9% | -0.6% |
| 3M | +9.4% | +8.9% | +0.5% | +3.4% |
| 6M | +3.2% | +24.5% | -21.4% | -11.6% |
| YTD | -12.0% | +5.8% | -17.8% | -16.3% |
| 1Y | +4.9% | +16.2% | -11.3% | -6.2% |
| 3Y | -7.4% | +28.5% | -35.8% | -24.1% |
| 5Y | -29.8% | -16.3% | -13.4% | -25.8% |
| All | +204.4% | +247.2% | -42.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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