+823.4%
DHR vs ALM
+3,516.3%
-2,692.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +0.4% |
| 7D | +2.6% | -6.3% | +8.9% | +2.6% |
| 30D | +7.4% | -31.4% | +38.8% | +7.5% |
| 3M | +13.0% | -40.6% | +53.6% | +13.1% |
| 6M | +38.5% | -58.6% | +97.1% | +38.7% |
| YTD | +3.8% | -7.6% | +11.4% | +3.7% |
| 1Y | +12.6% | +13.8% | -1.2% | +12.5% |
| 3Y | +22.0% | +842.1% | -820.2% | +21.1% |
| 5Y | -9.5% | +407.4% | -416.9% | -10.2% |
| 10Y | +249.4% | +2,079.4% | -1,830.0% | +245.2% |
| All | +823.4% | +3,516.3% | -2,692.9% | +801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling