+208.4%
DHR vs ACWI
+226.0%
-17.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.7% |
| 30D | +0.2% | -0.2% | +0.4% | +0.4% |
| 3M | +12.1% | +4.7% | +7.4% | +7.1% |
| 6M | +5.4% | +14.5% | -9.0% | -7.3% |
| YTD | -10.0% | +14.6% | -24.6% | -21.0% |
| 1Y | +4.1% | +21.4% | -17.4% | -13.4% |
| 3Y | -5.2% | +77.6% | -82.8% | -44.0% |
| 5Y | -28.2% | +68.1% | -96.3% | -55.7% |
| 10Y | +208.4% | +226.1% | -17.7% | +6.8% |
| All | +208.4% | +226.0% | -17.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling