+54,893.9%
DHR vs D
+2,347.4%
+52,546.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -3.9% | +1.5% | -5.3% | -4.4% |
| 30D | +4.0% | -2.6% | +6.6% | +4.9% |
| 3M | +11.5% | 0.0% | +11.5% | +11.4% |
| 6M | +1.9% | +7.4% | -5.5% | -1.3% |
| YTD | -8.9% | +15.9% | -24.8% | -14.4% |
| 1Y | +5.1% | +18.1% | -13.0% | -2.2% |
| 3Y | -10.3% | +58.4% | -68.7% | -26.7% |
| 5Y | -27.8% | +5.2% | -33.0% | -31.6% |
| 10Y | +203.6% | +35.9% | +167.8% | +152.0% |
| All | +54,893.9% | +2,347.4% | +52,546.5% | +18,079.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling