-28.0%
DHR vs AZO
+85.8%
-113.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -3.6% | -0.1% | -2.7% |
| 30D | -2.7% | -5.6% | +2.8% | -1.4% |
| 3M | +10.9% | -6.6% | +17.6% | +12.5% |
| 6M | +3.0% | -22.5% | +25.5% | +9.5% |
| YTD | -12.2% | -15.2% | +3.0% | -9.0% |
| 1Y | +3.3% | -33.9% | +37.2% | +14.2% |
| 3Y | -8.2% | +11.8% | -20.0% | -13.5% |
| All | -28.0% | +85.8% | -113.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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