+204.4%
DHR vs FIVE
+483.6%
-279.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | -5.0% | +0.6% | -5.5% | -5.1% |
| 30D | -3.3% | +3.0% | -6.3% | -4.0% |
| 3M | +9.4% | +23.2% | -13.8% | +5.2% |
| 6M | +3.2% | +9.2% | -6.0% | +0.6% |
| YTD | -12.0% | +28.1% | -40.1% | -16.7% |
| 1Y | +4.9% | +65.3% | -60.4% | -5.4% |
| 3Y | -7.4% | +49.4% | -56.8% | -18.9% |
| 5Y | -29.8% | +29.5% | -59.3% | -38.7% |
| All | +204.4% | +483.6% | -279.3% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling