+248.5%
DHR vs ACGL
+322.9%
-74.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +4.2% | +12.8% | -8.6% | +0.7% |
| 3M | +13.0% | +12.3% | +0.7% | +9.2% |
| 6M | +40.2% | +15.8% | +24.3% | +34.2% |
| YTD | +2.0% | +13.9% | -11.9% | -2.1% |
| 1Y | +6.6% | +19.0% | -12.4% | +1.1% |
| 3Y | +19.9% | +33.7% | -13.7% | +8.5% |
| 5Y | -11.7% | +173.4% | -185.1% | -36.7% |
| All | +248.5% | +322.9% | -74.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling