+208.4%
DHR vs ALLE
+148.2%
+60.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.8% | +2.8% | -3.6% | -2.0% |
| 30D | +0.2% | -7.6% | +7.9% | +3.6% |
| 3M | +12.1% | +22.8% | -10.7% | +2.8% |
| 6M | +5.4% | +4.6% | +0.8% | +3.0% |
| YTD | -10.0% | -1.2% | -8.8% | -10.3% |
| 1Y | +4.1% | -9.1% | +13.2% | +7.4% |
| 3Y | -5.2% | +50.0% | -55.2% | -21.1% |
| 5Y | -28.2% | +15.2% | -43.5% | -35.5% |
| 10Y | +208.4% | +151.1% | +57.3% | +105.6% |
| All | +208.4% | +148.2% | +60.2% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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