+248.5%
DHR vs ADM
+127.5%
+120.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +4.2% | -14.7% | +18.9% | +8.5% |
| 3M | +13.0% | -10.4% | +23.4% | +15.8% |
| 6M | +40.2% | -10.9% | +51.1% | +43.3% |
| YTD | +2.0% | +26.0% | -24.0% | -6.1% |
| 1Y | +6.6% | +26.5% | -19.9% | -2.0% |
| 3Y | +19.9% | +8.2% | +11.7% | +12.0% |
| 5Y | -11.7% | +24.0% | -35.7% | -22.2% |
| All | +248.5% | +127.5% | +120.9% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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