+215.7%
DHR vs B
+200.3%
+15.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.4% | +1.0% | -3.5% | -2.5% |
| 30D | -2.2% | +9.5% | -11.7% | -3.0% |
| 3M | +9.0% | +14.3% | -5.4% | +7.4% |
| 6M | +3.5% | -1.9% | +5.4% | +3.2% |
| YTD | -10.1% | +4.1% | -14.2% | -11.1% |
| 1Y | +6.2% | +56.1% | -49.9% | +0.6% |
| 3Y | -5.4% | +202.0% | -207.4% | -16.9% |
| 5Y | -27.9% | +158.8% | -186.7% | -36.6% |
| 10Y | +215.7% | +211.9% | +3.8% | +182.2% |
| All | +215.7% | +200.3% | +15.5% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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