-5.9%
DHR vs ADM
+18.1%
-24.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | +0.2% | +11.0% | -10.8% | -1.4% |
| 3M | +12.1% | +6.0% | +6.1% | +10.8% |
| 6M | +5.4% | +26.9% | -21.5% | +0.6% |
| YTD | -10.0% | +50.0% | -60.0% | -16.7% |
| 1Y | +4.1% | +39.6% | -35.5% | -2.6% |
| All | -5.9% | +18.1% | -24.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling