+203.8%
DHR vs DG
+101.8%
+102.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -3.6% | -6.5% | +2.9% | -2.4% |
| 30D | -2.7% | +4.2% | -6.9% | -3.6% |
| 3M | +10.9% | +9.5% | +1.4% | +8.7% |
| 6M | +3.0% | -13.1% | +16.2% | +5.2% |
| YTD | -12.2% | -4.8% | -7.4% | -11.9% |
| 1Y | +3.3% | +20.6% | -17.3% | -1.5% |
| 3Y | -8.2% | +4.9% | -13.1% | -13.3% |
| 5Y | -29.9% | -37.9% | +8.0% | -24.8% |
| All | +203.8% | +101.8% | +102.0% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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