+5.0%
DHR vs ACHR
-45.8%
+50.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | +0.2% |
| 7D | -2.4% | -2.7% | +0.2% | -2.2% |
| 30D | -2.2% | -12.1% | +10.0% | -1.4% |
| 3M | +9.0% | +3.4% | +5.6% | +8.0% |
| 6M | +3.5% | -15.6% | +19.1% | +3.8% |
| YTD | -10.1% | -26.9% | +16.7% | -9.1% |
| 1Y | +6.2% | -34.8% | +40.9% | +7.5% |
| 3Y | -5.4% | -19.2% | +13.9% | -10.2% |
| 5Y | -27.9% | -43.8% | +15.9% | -34.1% |
| All | +5.0% | -45.8% | +50.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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