-10.6%
DHR vs AG
+4.5%
-15.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +0.2% | -4.0% | +4.2% | +0.5% |
| 30D | +6.4% | -13.1% | +19.4% | +7.4% |
| 3M | +13.6% | -22.0% | +35.7% | +15.5% |
| 6M | +41.9% | -37.3% | +79.1% | +46.1% |
| YTD | +3.4% | -11.2% | +14.6% | +2.4% |
| 1Y | +9.9% | +23.9% | -14.1% | +5.4% |
| 3Y | +21.6% | +225.1% | -203.6% | +0.8% |
| 5Y | -10.6% | +7.7% | -18.3% | -20.3% |
| All | -10.6% | +4.5% | -15.1% | -20.3% |
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