-28.0%
DHR vs AUR
-35.1%
+7.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -3.6% | +1.4% | -5.0% | -3.7% |
| 30D | -2.7% | -6.4% | +3.7% | -2.4% |
| 3M | +10.9% | +7.7% | +3.2% | +9.8% |
| 6M | +3.0% | +44.5% | -41.5% | -0.8% |
| YTD | -12.2% | +67.4% | -79.7% | -16.6% |
| 1Y | +3.3% | +15.4% | -12.1% | +0.5% |
| 3Y | -8.2% | +94.8% | -103.1% | -19.6% |
| All | -28.0% | -35.1% | +7.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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