+203.8%
DHR vs ADP
+286.3%
-82.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -3.6% | -2.8% | -0.9% | -2.4% |
| 30D | -2.7% | +0.2% | -3.0% | -2.9% |
| 3M | +10.9% | +20.5% | -9.6% | +1.1% |
| 6M | +3.0% | +28.8% | -25.7% | -9.7% |
| YTD | -12.2% | +6.6% | -18.8% | -15.7% |
| 1Y | +3.3% | -6.9% | +10.2% | +6.0% |
| 3Y | -8.2% | +16.1% | -24.3% | -16.8% |
| 5Y | -29.9% | +49.3% | -79.2% | -43.9% |
| All | +203.8% | +286.3% | -82.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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