-10.0%
DHR vs ALLE
+51.6%
-61.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +1.2% | +3.6% | -2.4% | -0.4% |
| 30D | +3.7% | +25.9% | -22.2% | -7.4% |
| 3M | +14.5% | +15.8% | -1.3% | +6.3% |
| 6M | +40.9% | +48.1% | -7.2% | +15.8% |
| YTD | +2.4% | +22.0% | -19.6% | -8.4% |
| 1Y | +6.1% | +18.0% | -11.9% | -3.5% |
| 3Y | +21.0% | +93.1% | -72.1% | -14.9% |
| All | -10.0% | +51.6% | -61.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling