+14,023.1%
DHR vs ACGL
+4,853.1%
+9,170.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.4% |
| 7D | -0.9% | +0.9% | -1.7% | -1.1% |
| 30D | +5.4% | +13.7% | -8.3% | +2.4% |
| 3M | +15.3% | +8.0% | +7.3% | +13.2% |
| 6M | +32.1% | +13.3% | +18.9% | +28.3% |
| YTD | +1.2% | +11.8% | -10.7% | -1.6% |
| 1Y | +10.1% | +22.2% | -12.1% | +5.0% |
| 3Y | +19.9% | +32.5% | -12.6% | +11.2% |
| 5Y | -8.8% | +160.2% | -169.0% | -27.6% |
| 10Y | +255.3% | +338.5% | -83.2% | +146.0% |
| All | +14,023.1% | +4,853.1% | +9,170.1% | +7,154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling