-27.3%
DHR vs ALK
-25.3%
-2.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -3.9% | -0.7% | -3.2% | -3.8% |
| 30D | +4.0% | -19.2% | +23.2% | +8.4% |
| 3M | +11.5% | -1.5% | +13.0% | +11.1% |
| 6M | +1.9% | -13.1% | +14.9% | +3.3% |
| YTD | -8.9% | -16.4% | +7.5% | -7.5% |
| 1Y | +5.1% | -33.1% | +38.2% | +11.6% |
| 3Y | -10.3% | +0.6% | -10.9% | -16.8% |
| All | -27.3% | -25.3% | -2.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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