+19.9%
DHR vs ALLE
+88.9%
-69.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +5.4% | +25.3% | -20.0% | -5.0% |
| 3M | +15.3% | +10.3% | +5.1% | +10.1% |
| 6M | +32.1% | +38.0% | -5.9% | +13.3% |
| YTD | +1.2% | +17.8% | -16.6% | -7.6% |
| 1Y | +10.1% | +13.6% | -3.5% | +2.3% |
| 3Y | +19.9% | +89.2% | -69.4% | -6.1% |
| All | +19.9% | +88.9% | -69.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling