+215.7%
DHR vs AVAV
+478.0%
-262.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.4% |
| 7D | -2.4% | -3.2% | +0.7% | -2.1% |
| 30D | -2.2% | -25.6% | +23.4% | +1.1% |
| 3M | +9.0% | -20.2% | +29.2% | +10.9% |
| 6M | +3.5% | -38.1% | +41.5% | +7.9% |
| YTD | -10.1% | -41.8% | +31.7% | -6.8% |
| 1Y | +6.2% | -39.0% | +45.2% | +8.7% |
| 3Y | -5.4% | +24.1% | -29.4% | -14.9% |
| 5Y | -27.9% | +53.0% | -80.9% | -38.7% |
| 10Y | +215.7% | +493.8% | -278.1% | +120.3% |
| All | +215.7% | +478.0% | -262.3% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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