-10.0%
DHR vs COMP
-10.9%
+0.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.1% |
| 30D | +3.7% | +16.6% | -12.8% | +1.7% |
| 3M | +14.5% | -23.5% | +38.0% | +17.4% |
| 6M | +40.9% | +25.7% | +15.2% | +36.0% |
| YTD | +2.4% | -3.4% | +5.8% | +0.6% |
| 1Y | +6.1% | +7.6% | -1.5% | +2.9% |
| 3Y | +21.0% | +423.6% | -402.6% | -6.2% |
| All | -10.0% | -10.9% | +0.9% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling