+683.4%
DHR vs ARES
+1,145.6%
-462.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.5% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +4.2% | +15.3% | -11.1% | +0.5% |
| 3M | +13.0% | -5.4% | +18.4% | +14.2% |
| 6M | +40.2% | +10.0% | +30.2% | +35.7% |
| YTD | +2.0% | -14.7% | +16.7% | +4.1% |
| 1Y | +6.6% | -9.7% | +16.3% | +7.0% |
| 3Y | +19.9% | +35.8% | -15.9% | +6.1% |
| 5Y | -11.7% | +80.9% | -92.6% | -29.0% |
| 10Y | +240.6% | +1,089.9% | -849.3% | +106.0% |
| All | +683.4% | +1,145.6% | -462.2% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling