+1,523.8%
DHR vs AG
+284.3%
+1,239.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +0.2% | -4.0% | +4.2% | +0.4% |
| 30D | +6.4% | -13.1% | +19.4% | +7.3% |
| 3M | +13.6% | -22.0% | +35.7% | +15.4% |
| 6M | +41.9% | -37.3% | +79.1% | +45.6% |
| YTD | +3.4% | -11.2% | +14.6% | +2.6% |
| 1Y | +9.9% | +23.9% | -14.1% | +6.2% |
| 3Y | +21.6% | +225.1% | -203.6% | +6.5% |
| 5Y | -10.6% | +7.7% | -18.3% | -17.0% |
| 10Y | +245.2% | +86.9% | +158.3% | +188.4% |
| All | +1,523.8% | +284.3% | +1,239.5% | +850.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling