-10.0%
DHR vs APH
+289.4%
-299.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | +1.2% | +4.9% | -3.7% | -0.2% |
| 30D | +3.7% | -5.4% | +9.1% | +4.9% |
| 3M | +14.5% | -5.5% | +19.9% | +15.2% |
| 6M | +40.9% | +25.9% | +15.0% | +26.8% |
| YTD | +2.4% | +16.4% | -14.0% | -7.4% |
| 1Y | +6.1% | +16.5% | -10.4% | -4.4% |
| 3Y | +21.0% | +270.9% | -249.8% | -46.9% |
| All | -10.0% | +289.4% | -299.4% | -63.6% |
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