+62,276.4%
DHR vs D
+2,436.6%
+59,839.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +3.1% | +0.8% | +2.4% | +2.8% |
| 30D | +7.0% | +10.7% | -3.7% | +2.8% |
| 3M | +15.0% | +2.3% | +12.7% | +13.7% |
| 6M | +37.9% | +12.5% | +25.4% | +31.2% |
| YTD | +3.3% | +20.1% | -16.8% | -4.5% |
| 1Y | +12.8% | +15.6% | -2.7% | +5.7% |
| 3Y | +22.4% | +75.2% | -52.8% | -3.8% |
| 5Y | -9.1% | +14.6% | -23.7% | -16.7% |
| 10Y | +247.9% | +43.8% | +204.2% | +182.2% |
| All | +62,276.4% | +2,436.6% | +59,839.8% | +20,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling