-11.6%
DHR vs AR
+71.8%
-83.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | -0.9% | -14.3% | +13.4% | +0.7% |
| 30D | +5.4% | +1.4% | +3.9% | +5.1% |
| 3M | +15.3% | +3.4% | +12.0% | +14.6% |
| 6M | +32.1% | -2.1% | +34.2% | +31.9% |
| YTD | +1.2% | +4.7% | -3.5% | -0.4% |
| 1Y | +10.1% | +10.6% | -0.5% | +7.4% |
| 3Y | +19.9% | +24.6% | -4.7% | +13.1% |
| All | -11.6% | +71.8% | -83.4% | -19.5% |
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