+249.4%
DHR vs D
+44.7%
+204.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | +7.4% | +10.9% | -3.5% | +3.5% |
| 3M | +13.0% | +2.8% | +10.1% | +11.5% |
| 6M | +38.5% | +12.7% | +25.8% | +32.1% |
| YTD | +3.8% | +20.3% | -16.6% | -3.7% |
| 1Y | +12.6% | +17.1% | -4.5% | +5.4% |
| 3Y | +22.0% | +75.1% | -53.2% | -3.8% |
| 5Y | -9.5% | +13.1% | -22.7% | -15.8% |
| 10Y | +249.4% | +48.3% | +201.1% | +198.3% |
| All | +249.4% | +44.7% | +204.6% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling