-27.9%
DHR vs ACN
-44.1%
+16.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -2.4% | -6.3% | +3.9% | 0.0% |
| 30D | -2.2% | -1.4% | -0.8% | -1.8% |
| 3M | +9.0% | +2.6% | +6.4% | +6.4% |
| 6M | +3.5% | -14.3% | +17.8% | +8.5% |
| YTD | -10.1% | -33.1% | +23.0% | +4.7% |
| 1Y | +6.2% | -28.8% | +35.0% | +19.4% |
| 3Y | -5.4% | -43.0% | +37.6% | +14.3% |
| 5Y | -27.9% | -44.0% | +16.1% | -14.6% |
| All | -27.9% | -44.1% | +16.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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