+13,345.2%
DHR vs DVA
+5,166.5%
+8,178.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | -2.2% | -0.4% | -1.8% | -2.1% |
| 3M | +9.0% | -7.7% | +16.6% | +9.6% |
| 6M | +3.5% | +20.0% | -16.5% | 0.0% |
| YTD | -10.1% | +61.1% | -71.2% | -17.0% |
| 1Y | +6.2% | +33.9% | -27.7% | +0.5% |
| 3Y | -5.4% | +91.5% | -96.9% | -15.7% |
| 5Y | -27.9% | +41.8% | -69.7% | -34.4% |
| 10Y | +215.7% | +187.5% | +28.2% | +155.8% |
| All | +13,345.2% | +5,166.5% | +8,178.7% | +8,140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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