-28.0%
DHR vs DG
-37.9%
+9.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -3.6% | -6.5% | +2.9% | -2.8% |
| 30D | -2.7% | +4.2% | -6.9% | -3.3% |
| 3M | +10.9% | +9.5% | +1.4% | +9.5% |
| 6M | +3.0% | -13.1% | +16.2% | +4.3% |
| YTD | -12.2% | -4.8% | -7.4% | -12.0% |
| 1Y | +3.3% | +20.6% | -17.3% | +0.5% |
| 3Y | -8.2% | +4.9% | -13.1% | -11.3% |
| All | -28.0% | -37.9% | +9.9% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling