+21.2%
DHR vs COMP
-51.7%
+72.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | +0.2% | +2.2% | -2.0% | -0.2% |
| 30D | +6.4% | +16.3% | -9.9% | +4.4% |
| 3M | +13.6% | -19.1% | +32.8% | +15.7% |
| 6M | +41.9% | +17.1% | +24.7% | +38.1% |
| YTD | +3.4% | -2.9% | +6.3% | +1.7% |
| 1Y | +9.9% | +8.8% | +1.0% | +6.5% |
| 3Y | +21.6% | +423.5% | -401.9% | -4.6% |
| 5Y | -10.6% | -10.5% | -0.1% | -24.1% |
| All | +21.2% | -51.7% | +72.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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