+249.4%
DHR vs B
+184.6%
+64.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +1.0% |
| 7D | +2.6% | +7.1% | -4.5% | +1.9% |
| 30D | +7.4% | -3.3% | +10.8% | +7.7% |
| 3M | +13.0% | -2.5% | +15.5% | +13.1% |
| 6M | +38.5% | -7.2% | +45.7% | +38.9% |
| YTD | +3.8% | -7.4% | +11.1% | +3.7% |
| 1Y | +12.6% | +16.4% | -3.8% | +9.9% |
| 3Y | +22.0% | +178.7% | -156.7% | +7.2% |
| 5Y | -9.5% | +121.7% | -131.2% | -19.8% |
| 10Y | +249.4% | +208.6% | +40.8% | +214.5% |
| All | +249.4% | +184.6% | +64.8% | +214.5% |
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