-10.6%
DHR vs ADM
+24.7%
-35.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.7% | -0.8% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | +6.4% | -11.8% | +18.2% | +8.9% |
| 3M | +13.6% | -11.3% | +24.9% | +16.0% |
| 6M | +41.9% | -10.0% | +51.9% | +43.8% |
| YTD | +3.4% | +25.9% | -22.5% | -3.6% |
| 1Y | +9.9% | +26.7% | -16.8% | +2.3% |
| 3Y | +21.6% | +8.1% | +13.4% | +14.4% |
| 5Y | -10.6% | +23.5% | -34.1% | -11.0% |
| All | -10.6% | +24.7% | -35.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling