-28.2%
DHR vs AR
+140.6%
-168.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -0.8% | -1.8% | +1.0% | -0.6% |
| 30D | +0.2% | +12.6% | -12.4% | -1.0% |
| 3M | +12.1% | +10.0% | +2.0% | +10.8% |
| 6M | +5.4% | +0.6% | +4.8% | +4.9% |
| YTD | -10.0% | +13.4% | -23.4% | -11.8% |
| 1Y | +4.1% | +21.7% | -17.6% | +0.8% |
| 3Y | -5.2% | +45.8% | -51.0% | -11.5% |
| 5Y | -28.2% | +144.3% | -172.5% | -32.9% |
| All | -28.2% | +140.6% | -168.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling