+61,719.2%
DHR vs DD
+1,141.0%
+60,578.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +1.2% | +5.0% | -3.8% | -0.4% |
| 30D | +3.7% | +19.7% | -16.0% | -2.2% |
| 3M | +14.5% | +7.2% | +7.3% | +11.7% |
| 6M | +40.9% | +1.0% | +39.9% | +39.4% |
| YTD | +2.4% | +29.1% | -26.7% | -6.9% |
| 1Y | +6.1% | +28.5% | -22.4% | -3.5% |
| 3Y | +21.0% | +89.4% | -68.4% | -4.4% |
| 5Y | -11.4% | +67.1% | -78.6% | -28.0% |
| 10Y | +241.8% | +97.5% | +144.3% | +144.7% |
| All | +61,719.2% | +1,141.0% | +60,578.3% | +20,422.8% |
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