+248.5%
DHR vs ALM
+1,942.8%
-1,694.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.3% |
| 7D | +2.6% | -4.0% | +6.6% | +2.6% |
| 30D | +4.2% | -30.5% | +34.7% | +4.6% |
| 3M | +13.0% | -46.9% | +59.9% | +13.7% |
| 6M | +40.2% | -65.5% | +105.7% | +41.5% |
| YTD | +2.0% | -13.4% | +15.4% | +1.7% |
| 1Y | +6.6% | +9.8% | -3.2% | +6.0% |
| 3Y | +19.9% | +783.1% | -763.2% | +15.2% |
| 5Y | -11.7% | +378.3% | -390.0% | -15.0% |
| All | +248.5% | +1,942.8% | -1,694.4% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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