+54,893.9%
DHR vs DD
+961.9%
+53,932.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | -3.9% | -3.5% | -0.4% | -2.8% |
| 30D | +4.0% | -10.3% | +14.3% | +7.6% |
| 3M | +11.5% | -7.5% | +19.0% | +13.9% |
| 6M | +1.9% | -8.0% | +9.9% | +3.6% |
| YTD | -8.9% | +10.5% | -19.4% | -12.8% |
| 1Y | +5.1% | +38.3% | -33.2% | -6.8% |
| 3Y | -10.3% | +42.5% | -52.8% | -22.3% |
| 5Y | -27.8% | +60.2% | -88.0% | -40.6% |
| 10Y | +203.6% | +68.9% | +134.8% | +128.9% |
| All | +54,893.9% | +961.9% | +53,932.0% | +19,123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling