+3,919.3%
DHR vs A
+457.0%
+3,462.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -3.9% | -1.9% | -2.0% | -3.3% |
| 30D | +4.0% | +6.9% | -2.9% | +1.9% |
| 3M | +11.5% | +9.2% | +2.3% | +8.5% |
| 6M | +1.9% | +25.7% | -23.8% | -5.4% |
| YTD | -8.9% | +11.5% | -20.4% | -12.2% |
| 1Y | +5.1% | +18.4% | -13.3% | -0.5% |
| 3Y | -10.3% | +26.6% | -36.9% | -16.8% |
| 5Y | -27.8% | -12.8% | -15.0% | -25.4% |
| 10Y | +203.6% | +247.2% | -43.6% | +118.5% |
| All | +3,919.3% | +457.0% | +3,462.3% | +1,826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling