+249.4%
DHR vs AR
+52.4%
+197.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.3% |
| 7D | +2.6% | -5.8% | +8.4% | +2.9% |
| 30D | +7.4% | +4.8% | +2.6% | +7.1% |
| 3M | +13.0% | +1.5% | +11.5% | +12.8% |
| 6M | +38.5% | +4.7% | +33.8% | +37.8% |
| YTD | +3.8% | +9.2% | -5.4% | +2.8% |
| 1Y | +12.6% | +11.2% | +1.5% | +11.4% |
| 3Y | +22.0% | +46.2% | -24.3% | +17.9% |
| 5Y | -9.5% | +98.1% | -107.6% | -14.0% |
| 10Y | +249.4% | +54.5% | +194.8% | +225.7% |
| All | +249.4% | +52.4% | +197.0% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling