-28.0%
DHR vs DGX
+66.8%
-94.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -3.6% | -0.9% | -2.7% | -3.2% |
| 30D | -2.7% | -1.2% | -1.6% | -2.2% |
| 3M | +10.9% | +15.8% | -4.8% | +4.4% |
| 6M | +3.0% | +18.2% | -15.1% | -3.9% |
| YTD | -12.2% | +37.2% | -49.4% | -23.1% |
| 1Y | +3.3% | +30.4% | -27.0% | -8.1% |
| 3Y | -8.2% | +96.7% | -104.9% | -34.4% |
| All | -28.0% | +66.8% | -94.8% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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