+1,508.0%
DHR vs AG
+255.2%
+1,252.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +1.2% | -10.0% | +11.2% | +1.9% |
| 30D | +3.7% | -10.5% | +14.2% | +4.4% |
| 3M | +14.5% | -27.3% | +41.7% | +16.8% |
| 6M | +40.9% | -43.0% | +83.9% | +45.6% |
| YTD | +2.4% | -17.9% | +20.3% | +2.2% |
| 1Y | +6.1% | +11.9% | -5.8% | +3.3% |
| 3Y | +21.0% | +201.8% | -180.8% | +6.6% |
| 5Y | -11.4% | -0.1% | -11.3% | -17.3% |
| 10Y | +241.8% | +72.7% | +169.1% | +187.2% |
| All | +1,508.0% | +255.2% | +1,252.9% | +846.4% |
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