+203.8%
DHR vs DD
+66.6%
+137.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -2.6% |
| 30D | -2.7% | -11.7% | +8.9% | +1.1% |
| 3M | +10.9% | -9.2% | +20.2% | +14.0% |
| 6M | +3.0% | -7.2% | +10.2% | +4.5% |
| YTD | -12.2% | +6.6% | -18.8% | -15.2% |
| 1Y | +3.3% | +32.0% | -28.7% | -7.4% |
| 3Y | -8.2% | +42.1% | -50.3% | -21.0% |
| 5Y | -29.9% | +58.1% | -88.0% | -42.5% |
| All | +203.8% | +66.6% | +137.2% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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