+247.9%
DHR vs AVAV
+423.1%
-175.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +0.6% |
| 7D | +3.1% | +3.2% | 0.0% | +2.5% |
| 30D | +7.0% | -7.4% | +14.4% | +7.6% |
| 3M | +15.0% | -32.0% | +47.0% | +19.7% |
| 6M | +37.9% | -24.6% | +62.5% | +40.2% |
| YTD | +3.3% | -47.5% | +50.8% | +8.0% |
| 1Y | +12.8% | -61.5% | +74.3% | +22.3% |
| 3Y | +22.4% | +5.5% | +16.9% | +12.0% |
| 5Y | -9.1% | +35.7% | -44.8% | -21.8% |
| 10Y | +247.9% | +379.1% | -131.1% | +155.6% |
| All | +247.9% | +423.1% | -175.2% | +155.6% |
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