-5.2%
DHR vs ACM
-19.8%
+14.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +0.2% | -12.9% | +13.2% | +4.0% |
| 3M | +12.1% | -6.4% | +18.4% | +13.5% |
| 6M | +5.4% | -29.2% | +34.6% | +16.9% |
| YTD | -10.0% | -29.9% | +20.0% | -0.5% |
| 1Y | +4.1% | -47.3% | +51.4% | +27.7% |
| 3Y | -5.2% | -19.6% | +14.4% | -7.5% |
| All | -5.2% | -19.8% | +14.6% | -7.5% |
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