+2,863.6%
DHR vs AGI
+5,453.2%
-2,589.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -2.4% | +2.2% | -4.6% | -2.5% |
| 30D | -2.2% | +11.3% | -13.4% | -2.6% |
| 3M | +9.0% | +5.6% | +3.3% | +8.6% |
| 6M | +3.5% | -27.7% | +31.1% | +4.6% |
| YTD | -10.1% | -4.1% | -6.1% | -10.4% |
| 1Y | +6.2% | +13.8% | -7.6% | +5.0% |
| 3Y | -5.4% | +217.0% | -222.4% | -10.6% |
| 5Y | -27.9% | +404.3% | -432.2% | -33.4% |
| 10Y | +215.7% | +400.5% | -184.8% | +186.2% |
| All | +2,863.6% | +5,453.2% | -2,589.6% | +2,332.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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