+204.4%
DHR vs ARES
+971.5%
-767.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.4% |
| 7D | -5.0% | -7.7% | +2.7% | -2.9% |
| 30D | -3.3% | -8.7% | +5.4% | -1.0% |
| 3M | +9.4% | +2.8% | +6.6% | +7.9% |
| 6M | +3.2% | +23.1% | -19.9% | -3.7% |
| YTD | -12.0% | -17.3% | +5.2% | -9.1% |
| 1Y | +4.9% | -24.3% | +29.2% | +10.6% |
| 3Y | -7.4% | +34.9% | -42.3% | -19.5% |
| 5Y | -29.8% | +93.5% | -123.2% | -46.3% |
| All | +204.4% | +971.5% | -767.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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