-6.5%
DHR vs APH
+289.3%
-295.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -3.9% | +5.0% | -8.8% | -4.7% |
| 30D | +4.0% | -3.9% | +7.9% | +4.6% |
| 3M | +11.5% | +13.0% | -1.5% | +8.1% |
| 6M | +1.9% | +25.2% | -23.3% | -3.6% |
| YTD | -8.9% | +22.9% | -31.8% | -14.1% |
| 1Y | +5.1% | +47.8% | -42.7% | -5.9% |
| All | -6.5% | +289.3% | -295.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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