+10.7%
DHR vs GAP
+10.4%
+0.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +0.9% |
| 7D | +0.4% | +8.0% | -7.6% | -0.8% |
| 30D | +6.2% | +2.7% | +3.5% | +5.6% |
| 3M | +20.8% | +16.0% | +4.8% | +17.7% |
| 6M | +35.5% | +2.0% | +33.5% | +33.3% |
| YTD | +3.2% | -4.4% | +7.7% | +2.4% |
| 1Y | +10.7% | +9.2% | +1.5% | +7.6% |
| All | +10.7% | +10.4% | +0.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling