+204.4%
DHR vs ALM
+2,776.7%
-2,572.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -2.0% |
| 7D | -5.0% | -7.1% | +2.1% | -4.9% |
| 30D | -3.3% | +24.7% | -28.0% | -3.5% |
| 3M | +9.4% | +8.3% | +1.1% | +9.2% |
| 6M | +3.2% | -22.2% | +25.3% | +3.2% |
| YTD | -12.0% | +88.1% | -100.1% | -12.9% |
| 1Y | +4.9% | +272.4% | -267.5% | +2.8% |
| 3Y | -7.4% | +2,004.1% | -2,011.5% | -11.6% |
| 5Y | -29.8% | +915.8% | -945.5% | -32.7% |
| All | +204.4% | +2,776.7% | -2,572.4% | +186.4% |
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