+1,308.2%
DHR vs DG
+577.8%
+730.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.3% |
| 7D | -0.8% | -2.5% | +1.6% | -0.3% |
| 30D | +0.2% | +1.0% | -0.8% | -0.1% |
| 3M | +12.1% | +20.3% | -8.3% | +7.5% |
| 6M | +5.4% | -11.7% | +17.2% | +7.5% |
| YTD | -10.0% | -2.3% | -7.6% | -10.1% |
| 1Y | +4.1% | +20.0% | -15.9% | -1.0% |
| 3Y | -5.2% | +7.2% | -12.4% | -11.3% |
| 5Y | -28.2% | -37.9% | +9.7% | -24.1% |
| 10Y | +208.4% | +107.3% | +101.1% | +138.4% |
| All | +1,308.2% | +577.8% | +730.5% | +676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling