-6.0%
DHR vs DG
+4.6%
-10.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | -2.4% | -4.8% | +2.4% | -2.0% |
| 30D | -2.2% | +1.8% | -3.9% | -2.4% |
| 3M | +9.0% | +14.5% | -5.5% | +7.4% |
| 6M | +3.5% | -13.6% | +17.0% | +4.2% |
| YTD | -10.1% | -4.8% | -5.3% | -10.1% |
| 1Y | +6.2% | +21.6% | -15.4% | +4.4% |
| All | -6.0% | +4.6% | -10.7% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling