+8.5%
DHR vs ADVB
-97.5%
+106.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.7% |
| 7D | -0.9% | -13.9% | +13.1% | -0.6% |
| 30D | +5.4% | -68.1% | +73.5% | +7.0% |
| 3M | +15.3% | -73.4% | +88.7% | +17.2% |
| 6M | +32.1% | -70.8% | +102.9% | +33.4% |
| YTD | +1.2% | -66.1% | +67.3% | +1.4% |
| 1Y | +10.1% | -77.5% | +87.6% | +11.8% |
| All | +8.5% | -97.5% | +106.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling