+7.2%
DHR vs ACM
-48.0%
+55.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | -2.4% | -3.7% | +1.3% | -1.8% |
| 30D | -2.2% | -12.7% | +10.5% | -0.4% |
| 3M | +9.0% | -9.8% | +18.7% | +10.3% |
| 6M | +3.5% | -31.4% | +34.9% | +9.7% |
| YTD | -10.1% | -32.1% | +21.9% | -4.6% |
| All | +7.2% | -48.0% | +55.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling