+215.7%
DHR vs APD
+162.9%
+52.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -2.4% | -4.6% | +2.2% | -0.5% |
| 30D | -2.2% | -4.2% | +2.0% | -0.5% |
| 3M | +9.0% | +5.0% | +4.0% | +6.3% |
| 6M | +3.5% | +8.9% | -5.5% | -1.1% |
| YTD | -10.1% | +21.9% | -32.0% | -18.4% |
| 1Y | +6.2% | +5.6% | +0.6% | +2.1% |
| 3Y | -5.4% | +6.9% | -12.2% | -11.5% |
| 5Y | -27.9% | +25.3% | -53.2% | -38.9% |
| 10Y | +215.7% | +169.1% | +46.7% | +75.1% |
| All | +215.7% | +162.9% | +52.8% | +75.1% |
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