+2,603.4%
DHR vs AGG
+96.1%
+2,507.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.1% |
| 7D | -5.0% | -0.9% | -4.0% | -4.9% |
| 30D | -3.3% | -1.0% | -2.4% | -3.3% |
| 3M | +9.4% | -1.3% | +10.7% | +9.5% |
| 6M | +3.2% | -2.1% | +5.2% | +3.2% |
| YTD | -12.0% | -1.2% | -10.8% | -12.0% |
| 1Y | +4.9% | -0.5% | +5.4% | +5.0% |
| 3Y | -7.4% | +12.4% | -19.8% | -6.7% |
| 5Y | -29.8% | -2.4% | -27.3% | -33.0% |
| 10Y | +209.1% | +14.3% | +194.8% | +223.5% |
| All | +2,603.4% | +96.1% | +2,507.2% | +3,382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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