-27.3%
DHR vs APH
+350.9%
-378.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -3.9% | +5.0% | -8.8% | -5.3% |
| 30D | +4.0% | -3.9% | +7.9% | +5.0% |
| 3M | +11.5% | +13.0% | -1.5% | +5.7% |
| 6M | +1.9% | +25.2% | -23.3% | -7.4% |
| YTD | -8.9% | +22.9% | -31.8% | -18.1% |
| 1Y | +5.1% | +47.8% | -42.7% | -13.6% |
| 3Y | -10.3% | +283.0% | -293.3% | -59.1% |
| All | -27.3% | +350.9% | -378.1% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling