+253.2%
DHR vs ARWR
+1,061.4%
-808.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | +0.2% | -19.9% | +20.1% | +2.2% |
| 30D | +6.4% | -18.7% | +25.1% | +8.3% |
| 3M | +13.6% | -44.7% | +58.3% | +19.8% |
| 6M | +41.9% | -36.5% | +78.4% | +46.8% |
| YTD | +3.4% | -25.7% | +29.1% | +4.9% |
| 1Y | +9.9% | +18.9% | -9.1% | +5.6% |
| 3Y | +21.6% | +83.1% | -61.5% | +7.0% |
| 5Y | -10.6% | -34.9% | +24.3% | -16.6% |
| All | +253.2% | +1,061.4% | -808.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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