+1,041.5%
DHR vs FIVE
+874.1%
+167.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.3% |
| 7D | +3.1% | +6.2% | -3.1% | +2.2% |
| 30D | +7.0% | +18.2% | -11.2% | +4.2% |
| 3M | +15.0% | +3.8% | +11.2% | +14.0% |
| 6M | +37.9% | +13.7% | +24.2% | +34.2% |
| YTD | +3.3% | +34.7% | -31.4% | -2.5% |
| 1Y | +12.8% | +66.6% | -53.8% | +2.9% |
| 3Y | +22.4% | +44.3% | -21.9% | +9.1% |
| 5Y | -9.1% | +18.8% | -27.8% | -18.5% |
| 10Y | +247.9% | +569.2% | -321.3% | +141.0% |
| All | +1,041.5% | +874.1% | +167.3% | +653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling