+215.7%
DHR vs ALL
+359.1%
-143.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | -2.2% | -5.6% | +3.4% | -0.5% |
| 3M | +9.0% | +17.2% | -8.3% | +3.2% |
| 6M | +3.5% | +23.2% | -19.8% | -3.8% |
| YTD | -10.1% | +23.6% | -33.7% | -16.8% |
| 1Y | +6.2% | +29.2% | -23.0% | -3.3% |
| 3Y | -5.4% | +153.8% | -159.2% | -33.9% |
| 5Y | -27.9% | +116.1% | -144.0% | -47.4% |
| 10Y | +215.7% | +364.8% | -149.1% | +74.8% |
| All | +215.7% | +359.1% | -143.3% | +74.8% |
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