-28.2%
DHR vs APD
+26.2%
-54.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.8% | -2.5% | +1.7% | +0.1% |
| 30D | +0.2% | -1.9% | +2.1% | +0.9% |
| 3M | +12.1% | +8.2% | +3.8% | +8.6% |
| 6M | +5.4% | +10.7% | -5.3% | +0.7% |
| YTD | -10.0% | +22.9% | -32.9% | -17.6% |
| 1Y | +4.1% | +5.8% | -1.7% | +0.8% |
| 3Y | -5.2% | +7.8% | -13.0% | -10.1% |
| 5Y | -28.2% | +26.1% | -54.3% | -40.2% |
| All | -28.2% | +26.2% | -54.4% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling