+203.8%
DHR vs AIG
+66.2%
+137.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -1.2% | -2.5% | -3.4% |
| 30D | -2.7% | -1.1% | -1.7% | -2.5% |
| 3M | +10.9% | +0.7% | +10.3% | +10.6% |
| 6M | +3.0% | -2.2% | +5.2% | +3.3% |
| YTD | -12.2% | -10.8% | -1.4% | -10.3% |
| 1Y | +3.3% | -2.0% | +5.3% | +3.1% |
| 3Y | -8.2% | +34.8% | -43.0% | -15.1% |
| 5Y | -29.9% | +55.0% | -84.9% | -37.6% |
| All | +203.8% | +66.2% | +137.6% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling