+23.0%
DHR vs DASH
-2.1%
+25.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +2.6% | -2.8% | +5.4% | +3.0% |
| 30D | +7.4% | -9.3% | +16.7% | +8.7% |
| 3M | +13.0% | -15.1% | +28.0% | +15.3% |
| 6M | +38.5% | +8.7% | +29.7% | +35.6% |
| YTD | +3.8% | -21.3% | +25.1% | +6.1% |
| 1Y | +12.6% | -12.7% | +25.3% | +13.2% |
| 3Y | +22.0% | +103.8% | -81.8% | +5.4% |
| 5Y | -9.5% | -16.8% | +7.3% | -20.8% |
| All | +23.0% | -2.1% | +25.1% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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