+6.7%
DHR vs COMP
-47.7%
+54.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.9% | +1.4% | -5.3% | -4.0% |
| 30D | +4.0% | -13.3% | +17.3% | +5.5% |
| 3M | +11.5% | +41.1% | -29.6% | +7.0% |
| 6M | +1.9% | +17.2% | -15.3% | -1.1% |
| YTD | -8.9% | +5.2% | -14.1% | -10.9% |
| 1Y | +5.1% | +18.9% | -13.8% | +1.0% |
| 3Y | -10.3% | +215.9% | -226.2% | -25.6% |
| 5Y | -27.8% | -31.2% | +3.4% | -38.2% |
| All | +6.7% | -47.7% | +54.4% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling