-27.9%
DHR vs AA
+15.6%
-43.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -2.2% | -1.6% | -0.6% | -2.1% |
| 3M | +9.0% | -29.8% | +38.8% | +13.8% |
| 6M | +3.5% | -16.6% | +20.1% | +4.7% |
| YTD | -10.1% | -4.0% | -6.1% | -11.3% |
| 1Y | +6.2% | +63.5% | -57.3% | -3.9% |
| 3Y | -5.4% | +86.8% | -92.1% | -19.3% |
| 5Y | -27.9% | +12.4% | -40.3% | -33.2% |
| All | -27.9% | +15.6% | -43.5% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling