-27.9%
DHR vs AG
+69.4%
-97.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.2% | +12.5% | -14.6% | -3.0% |
| 3M | +9.0% | +28.2% | -19.2% | +6.7% |
| 6M | +3.5% | -18.8% | +22.3% | +4.4% |
| YTD | -10.1% | +27.4% | -37.5% | -13.2% |
| 1Y | +6.2% | +132.2% | -126.0% | -3.6% |
| 3Y | -5.4% | +286.9% | -292.2% | -21.4% |
| 5Y | -27.9% | +72.8% | -100.7% | -38.9% |
| All | -27.9% | +69.4% | -97.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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