+40.3%
DHR vs ACI
+25.9%
+14.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | +4.0% | +5.9% | -1.9% | +3.7% |
| 3M | +11.5% | -19.8% | +31.3% | +12.6% |
| 6M | +1.9% | -24.7% | +26.6% | +3.3% |
| YTD | -8.9% | -24.4% | +15.5% | -7.7% |
| 1Y | +5.1% | -31.5% | +36.6% | +7.2% |
| 3Y | -10.3% | -38.7% | +28.4% | -7.9% |
| 5Y | -27.8% | -42.8% | +15.0% | -26.3% |
| All | +40.3% | +25.9% | +14.4% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling