+54,893.9%
DHR vs B
+803.7%
+54,090.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.9% | -1.6% | -2.3% | -3.8% |
| 30D | +4.0% | +9.4% | -5.4% | +3.5% |
| 3M | +11.5% | +5.0% | +6.5% | +11.1% |
| 6M | +1.9% | -3.5% | +5.4% | +1.8% |
| YTD | -8.9% | +4.5% | -13.4% | -9.5% |
| 1Y | +5.1% | +67.8% | -62.7% | +1.6% |
| 3Y | -10.3% | +196.7% | -207.0% | -16.2% |
| 5Y | -27.8% | +151.9% | -179.7% | -32.3% |
| 10Y | +203.6% | +202.2% | +1.5% | +179.8% |
| All | +54,893.9% | +803.7% | +54,090.2% | +54,781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling