+247.9%
DHR vs ACWI
+226.8%
+21.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.2% |
| 7D | +3.1% | +0.3% | +2.8% | +2.8% |
| 30D | +7.0% | -2.8% | +9.8% | +9.7% |
| 3M | +15.0% | -3.2% | +18.2% | +18.3% |
| 6M | +37.9% | +1.3% | +36.6% | +35.5% |
| YTD | +3.3% | +11.2% | -7.9% | -6.9% |
| 1Y | +12.8% | +13.8% | -0.9% | -0.5% |
| 3Y | +22.4% | +76.2% | -53.8% | -27.2% |
| 5Y | -9.1% | +59.5% | -68.5% | -41.3% |
| 10Y | +247.9% | +222.2% | +25.7% | +27.2% |
| All | +247.9% | +226.8% | +21.1% | +27.2% |
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