-3.5%
DHR vs ADVB
-88.8%
+85.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.1% |
| 7D | -0.8% | -14.0% | +13.2% | -0.6% |
| 30D | +0.2% | +41.0% | -40.7% | -0.6% |
| 3M | +12.1% | +127.9% | -115.9% | +9.5% |
| 6M | +5.4% | +101.3% | -95.9% | +2.6% |
| YTD | -10.0% | +53.8% | -63.7% | -11.7% |
| 1Y | +4.1% | +4.4% | -0.3% | +2.8% |
| All | -3.5% | -88.8% | +85.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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