-28.2%
DHR vs ACI
-44.9%
+16.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | -0.8% | -2.6% | +1.7% | -0.6% |
| 30D | +0.2% | +1.1% | -0.9% | +0.1% |
| 3M | +12.1% | -23.6% | +35.7% | +14.2% |
| 6M | +5.4% | -29.9% | +35.4% | +8.3% |
| YTD | -10.0% | -26.9% | +16.9% | -8.1% |
| 1Y | +4.1% | -34.2% | +38.3% | +7.5% |
| 3Y | -5.2% | -43.6% | +38.4% | -0.5% |
| 5Y | -28.2% | -42.4% | +14.2% | -27.0% |
| All | -28.2% | -44.9% | +16.7% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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