-8.0%
DHR vs GEHC
-1.1%
-6.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -5.0% | -7.9% | +2.9% | -2.1% |
| 30D | -3.3% | -11.7% | +8.4% | +1.2% |
| 3M | +9.4% | +0.8% | +8.6% | +8.5% |
| 6M | +3.2% | -11.6% | +14.7% | +7.0% |
| YTD | -12.0% | -21.6% | +9.5% | -4.6% |
| 1Y | +4.9% | -15.3% | +20.2% | +10.1% |
| All | -8.0% | -1.1% | -6.9% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling