-5.2%
DHR vs APD
+10.0%
-15.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.8% | -2.5% | +1.7% | -0.2% |
| 30D | +0.2% | -1.9% | +2.1% | +0.7% |
| 3M | +12.1% | +8.2% | +3.8% | +9.5% |
| 6M | +5.4% | +10.7% | -5.3% | +1.8% |
| YTD | -10.0% | +22.9% | -32.9% | -16.0% |
| 1Y | +4.1% | +5.8% | -1.7% | +1.8% |
| 3Y | -5.2% | +7.8% | -13.0% | -7.6% |
| All | -5.2% | +10.0% | -15.2% | -7.6% |
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