+710.7%
DHR vs ALM
+7,705.7%
-6,995.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -3.9% | -2.6% | -1.3% | -3.9% |
| 30D | +4.0% | +32.0% | -28.0% | +3.9% |
| 3M | +11.5% | -15.0% | +26.5% | +11.5% |
| 6M | +1.9% | -10.1% | +12.0% | +1.8% |
| YTD | -8.9% | +99.4% | -108.3% | -9.1% |
| 1Y | +5.1% | +316.4% | -311.2% | +4.7% |
| 3Y | -10.3% | +2,022.0% | -2,032.3% | -11.1% |
| 5Y | -27.8% | +941.2% | -969.0% | -28.4% |
| 10Y | +203.6% | +2,950.3% | -2,746.7% | +199.7% |
| All | +710.7% | +7,705.7% | -6,995.0% | +690.2% |
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 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