+21.0%
DHR vs ACM
-9.1%
+30.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.2% | +5.6% | -4.4% | -0.3% |
| 30D | +3.7% | +20.8% | -17.1% | -1.5% |
| 3M | +14.5% | +11.4% | +3.1% | +10.9% |
| 6M | +40.9% | +0.9% | +40.0% | +39.4% |
| YTD | +2.4% | -24.8% | +27.2% | +10.7% |
| 1Y | +6.1% | -46.4% | +52.6% | +30.9% |
| 3Y | +21.0% | -9.2% | +30.2% | +14.9% |
| All | +21.0% | -9.1% | +30.1% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling