+247.9%
DHR vs FIVE
+596.6%
-348.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.2% |
| 7D | +3.1% | +6.2% | -3.1% | +2.1% |
| 30D | +7.0% | +18.2% | -11.2% | +4.0% |
| 3M | +15.0% | +3.8% | +11.2% | +13.9% |
| 6M | +37.9% | +13.7% | +24.2% | +33.8% |
| YTD | +3.3% | +34.7% | -31.4% | -3.1% |
| 1Y | +12.8% | +66.6% | -53.8% | +1.9% |
| 3Y | +22.4% | +44.3% | -21.9% | +7.9% |
| 5Y | -9.1% | +18.8% | -27.8% | -19.3% |
| 10Y | +247.9% | +569.2% | -321.3% | +143.4% |
| All | +247.9% | +596.6% | -348.6% | +143.4% |
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