+9,211.0%
DHR vs DGX
+8,778.1%
+432.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -2.7% | -1.2% | -1.6% | -2.4% |
| 3M | +10.9% | +15.8% | -4.8% | +6.8% |
| 6M | +3.0% | +18.2% | -15.1% | -1.3% |
| YTD | -12.2% | +37.2% | -49.4% | -19.3% |
| 1Y | +3.3% | +30.4% | -27.0% | -3.9% |
| 3Y | -8.2% | +96.7% | -104.9% | -23.9% |
| 5Y | -29.9% | +67.2% | -97.1% | -39.6% |
| 10Y | +208.5% | +253.9% | -45.5% | +120.2% |
| All | +9,211.0% | +8,778.1% | +432.9% | +3,983.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling