+21.1%
DHR vs COMP
-49.2%
+70.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.5% |
| 7D | +3.1% | +14.5% | -11.4% | +1.5% |
| 30D | +7.0% | +14.9% | -7.9% | +5.1% |
| 3M | +15.0% | -14.2% | +29.3% | +16.5% |
| 6M | +37.9% | +23.7% | +14.2% | +33.5% |
| YTD | +3.3% | +2.1% | +1.2% | +1.1% |
| 1Y | +12.8% | +26.2% | -13.4% | +7.6% |
| 3Y | +22.4% | +470.9% | -448.5% | -4.8% |
| 5Y | -9.1% | -14.0% | +5.0% | -23.0% |
| All | +21.1% | -49.2% | +70.3% | +5.3% |
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