-11.6%
DHR vs COMP
-17.6%
+6.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.7% | -9.0% | +0.5% |
| 7D | -0.9% | +13.4% | -14.3% | -2.3% |
| 30D | +5.4% | +11.1% | -5.7% | +3.9% |
| 3M | +15.3% | -18.8% | +34.2% | +17.5% |
| 6M | +32.1% | +10.5% | +21.6% | +29.4% |
| YTD | +1.2% | -3.4% | +4.6% | -0.5% |
| 1Y | +10.1% | +19.7% | -9.6% | +5.5% |
| 3Y | +19.9% | +381.6% | -361.8% | -6.1% |
| All | -11.6% | -17.6% | +6.0% | -26.0% |
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