+22.4%
DHR vs APD
+27.3%
-4.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.5% |
| 7D | +3.1% | -1.6% | +4.7% | +3.6% |
| 30D | +7.0% | +10.6% | -3.6% | +3.9% |
| 3M | +15.0% | +2.5% | +12.5% | +14.1% |
| 6M | +37.9% | +6.0% | +31.9% | +35.3% |
| YTD | +3.3% | +28.4% | -25.1% | -5.4% |
| 1Y | +12.8% | +22.2% | -9.3% | +4.8% |
| 3Y | +22.4% | +26.6% | -4.2% | +15.1% |
| All | +22.4% | +27.3% | -4.9% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling