+249.8%
DHR vs ADM
+133.7%
+116.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | +1.2% | +4.2% | -3.0% | +0.1% |
| 30D | +3.7% | -12.8% | +16.5% | +7.4% |
| 3M | +14.5% | -8.5% | +23.0% | +16.7% |
| 6M | +40.9% | -10.9% | +51.8% | +44.1% |
| YTD | +2.4% | +29.4% | -27.0% | -6.4% |
| 1Y | +6.1% | +27.5% | -21.4% | -2.6% |
| 3Y | +21.0% | +10.3% | +10.7% | +12.5% |
| 5Y | -11.4% | +27.4% | -38.8% | -22.5% |
| All | +249.8% | +133.7% | +116.0% | +139.7% |
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