+248.5%
DHR vs FIVE
+505.3%
-256.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | +2.6% | +2.4% | +0.1% | +2.1% |
| 30D | +4.2% | +15.8% | -11.7% | +1.6% |
| 3M | +13.0% | +3.8% | +9.2% | +11.9% |
| 6M | +40.2% | +18.5% | +21.6% | +35.0% |
| YTD | +2.0% | +31.2% | -29.2% | -3.9% |
| 1Y | +6.6% | +61.8% | -55.2% | -3.3% |
| 3Y | +19.9% | +39.9% | -19.9% | +6.3% |
| 5Y | -11.7% | +18.3% | -30.1% | -21.7% |
| All | +248.5% | +505.3% | -256.9% | +144.4% |
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