-28.2%
DHR vs ALB
-43.6%
+15.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | -0.8% | -4.4% | +3.6% | -0.2% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | +12.1% | -13.3% | +25.4% | +14.0% |
| 6M | +5.4% | -19.8% | +25.2% | +7.6% |
| YTD | -10.0% | -7.9% | -2.0% | -10.8% |
| 1Y | +4.1% | +60.2% | -56.1% | -7.6% |
| 3Y | -5.2% | -26.4% | +21.3% | -8.8% |
| 5Y | -28.2% | -42.5% | +14.3% | -30.3% |
| All | -28.2% | -43.6% | +15.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 5y: compounded portfolio wealth divided by compounded ALB 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…
5y analysis · Full analysis span regression · 6 months rolling