+54,893.9%
DHR vs APD
+6,115.6%
+48,778.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -3.9% | -2.2% | -1.7% | -3.0% |
| 30D | +4.0% | +2.1% | +1.9% | +3.1% |
| 3M | +11.5% | +7.2% | +4.3% | +8.0% |
| 6M | +1.9% | +11.2% | -9.4% | -3.2% |
| YTD | -8.9% | +24.4% | -33.3% | -17.3% |
| 1Y | +5.1% | +6.7% | -1.6% | +0.8% |
| 3Y | -10.3% | +9.2% | -19.5% | -16.6% |
| 5Y | -27.8% | +27.4% | -55.2% | -37.6% |
| 10Y | +203.6% | +164.8% | +38.8% | +90.8% |
| All | +54,893.9% | +6,115.6% | +48,778.2% | +10,250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling