+245.2%
DHR vs APD
+187.5%
+57.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | +0.2% | -1.2% | +1.3% | +0.6% |
| 30D | +6.4% | +11.0% | -4.7% | +1.9% |
| 3M | +13.6% | +2.6% | +11.1% | +12.3% |
| 6M | +41.9% | +4.8% | +37.0% | +38.4% |
| YTD | +3.4% | +31.0% | -27.6% | -8.9% |
| 1Y | +9.9% | +23.4% | -13.5% | -1.0% |
| 3Y | +21.6% | +28.4% | -6.8% | +5.5% |
| 5Y | -10.6% | +15.2% | -25.8% | -20.7% |
| 10Y | +245.2% | +190.7% | +54.5% | +89.2% |
| All | +245.2% | +187.5% | +57.7% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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