+62,326.8%
DHR vs AA
+225.4%
+62,101.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | +0.2% | +1.1% | -1.0% | -0.1% |
| 30D | +6.4% | -1.3% | +7.6% | +6.5% |
| 3M | +13.6% | -23.9% | +37.6% | +19.6% |
| 6M | +41.9% | -36.8% | +78.7% | +53.3% |
| YTD | +3.4% | -22.2% | +25.6% | +5.7% |
| 1Y | +9.9% | +10.4% | -0.5% | +4.1% |
| 3Y | +21.6% | +72.0% | -50.4% | -0.3% |
| 5Y | -10.6% | -15.6% | +5.0% | -20.2% |
| 10Y | +245.2% | +47.8% | +197.4% | +124.8% |
| All | +62,326.8% | +225.4% | +62,101.4% | +23,543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling