+40.2%
DHR vs ALM
-63.0%
+103.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | +2.6% | -4.0% | +6.6% | +2.7% |
| 30D | +4.2% | -30.5% | +34.7% | +4.4% |
| 3M | +13.0% | -46.9% | +59.9% | +13.5% |
| 6M | +40.2% | -65.5% | +105.7% | +43.6% |
| All | +40.2% | -63.0% | +103.2% | +43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling