+22.2%
DHR vs AA
+73.1%
-50.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.7% |
| 7D | +0.2% | +1.1% | -1.0% | 0.0% |
| 30D | +6.4% | -1.3% | +7.6% | +6.5% |
| 3M | +13.6% | -23.9% | +37.6% | +17.2% |
| 6M | +41.9% | -36.8% | +78.7% | +48.9% |
| YTD | +3.4% | -22.2% | +25.6% | +4.3% |
| 1Y | +9.9% | +10.4% | -0.5% | +4.8% |
| All | +22.2% | +73.1% | -50.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling