-27.3%
DHR vs ABCL
-41.3%
+14.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -3.9% | +0.7% | -4.6% | -4.0% |
| 30D | +4.0% | +93.1% | -89.1% | -5.0% |
| 3M | +11.5% | +79.4% | -67.9% | +2.0% |
| 6M | +1.9% | +214.9% | -213.0% | -14.1% |
| YTD | -8.9% | +234.2% | -243.1% | -24.5% |
| 1Y | +5.1% | +174.8% | -169.7% | -11.4% |
| 3Y | -10.3% | +104.5% | -114.8% | -25.8% |
| All | -27.3% | -41.3% | +14.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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