-9.1%
DHR vs APD
+12.1%
-21.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.4% |
| 7D | +3.1% | -1.6% | +4.7% | +3.7% |
| 30D | +7.0% | +10.6% | -3.6% | +3.1% |
| 3M | +15.0% | +2.5% | +12.5% | +13.9% |
| 6M | +37.9% | +6.0% | +31.9% | +34.4% |
| YTD | +3.3% | +28.4% | -25.1% | -7.2% |
| 1Y | +12.8% | +22.2% | -9.3% | +3.1% |
| 3Y | +22.4% | +26.6% | -4.2% | +8.6% |
| 5Y | -9.1% | +11.8% | -20.8% | -24.0% |
| All | -9.1% | +12.1% | -21.2% | -24.0% |
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