-14.7%
DHR vs GEHC
+2.1%
-16.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -7.2% | +3.5% | -1.0% |
| 30D | -2.7% | -11.6% | +8.8% | +1.7% |
| 3M | +10.9% | -0.8% | +11.8% | +10.7% |
| 6M | +3.0% | -11.9% | +14.9% | +6.9% |
| YTD | -12.2% | -21.9% | +9.7% | -4.8% |
| 1Y | +3.3% | -17.8% | +21.1% | +9.5% |
| 3Y | -8.2% | -3.5% | -4.7% | -11.5% |
| All | -14.7% | +2.1% | -16.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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