+22.0%
DHR vs ALM
+830.0%
-808.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +0.5% |
| 7D | +2.6% | -6.3% | +8.9% | +2.7% |
| 30D | +7.4% | -31.4% | +38.8% | +7.7% |
| 3M | +13.0% | -40.6% | +53.6% | +13.4% |
| 6M | +38.5% | -58.6% | +97.1% | +39.3% |
| YTD | +3.8% | -7.6% | +11.4% | +3.4% |
| 1Y | +12.6% | +13.8% | -1.2% | +11.9% |
| 3Y | +22.0% | +842.1% | -820.2% | +15.6% |
| All | +22.0% | +830.0% | -808.0% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling