-4.5%
DHR vs AS
+134.9%
-139.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.9% | +6.9% | -7.8% | -2.0% |
| 30D | +5.4% | +16.0% | -10.6% | +2.7% |
| 3M | +15.3% | -12.8% | +28.2% | +17.9% |
| 6M | +32.1% | -15.4% | +47.5% | +35.5% |
| YTD | +1.2% | -15.7% | +16.9% | +3.3% |
| 1Y | +10.1% | +6.1% | +4.0% | +8.0% |
| All | -4.5% | +134.9% | -139.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling