+249.8%
DHR vs ALLY
+174.3%
+75.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +3.7% | +5.2% | -1.5% | +2.5% |
| 3M | +14.5% | -13.3% | +27.8% | +18.0% |
| 6M | +40.9% | -6.7% | +47.6% | +42.8% |
| YTD | +2.4% | -12.8% | +15.2% | +5.0% |
| 1Y | +6.1% | +0.7% | +5.4% | +5.4% |
| 3Y | +21.0% | +65.2% | -44.2% | +6.5% |
| 5Y | -11.4% | -10.1% | -1.3% | -15.0% |
| All | +249.8% | +174.3% | +75.5% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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