+245.2%
DHR vs ALL
+371.2%
-126.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.2% | -2.6% | +2.7% | +0.9% |
| 30D | +6.4% | +12.7% | -6.3% | +2.4% |
| 3M | +13.6% | +0.4% | +13.2% | +13.0% |
| 6M | +41.9% | +23.8% | +18.1% | +31.4% |
| YTD | +3.4% | +27.8% | -24.4% | -5.5% |
| 1Y | +9.9% | +28.9% | -19.0% | 0.0% |
| 3Y | +21.6% | +113.9% | -92.3% | -9.4% |
| 5Y | -10.6% | +157.4% | -168.0% | -39.2% |
| 10Y | +245.2% | +369.0% | -123.8% | +99.3% |
| All | +245.2% | +371.2% | -126.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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