-0.5%
DHR vs GEHC
+32.6%
-33.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.1% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +3.7% | +21.3% | -17.6% | -3.6% |
| 3M | +14.5% | +12.6% | +1.9% | +9.4% |
| 6M | +40.9% | +34.3% | +6.6% | +25.6% |
| YTD | +2.4% | +1.4% | +1.0% | +0.7% |
| 1Y | +6.1% | +12.5% | -6.3% | +0.2% |
| 3Y | +21.0% | +19.2% | +1.8% | +7.9% |
| All | -0.5% | +32.6% | -33.1% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling