-12.5%
DHR vs GEHC
+6.6%
-19.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.1% |
| 7D | -0.8% | -5.2% | +4.4% | +1.1% |
| 30D | +0.2% | -7.0% | +7.2% | +2.9% |
| 3M | +12.1% | +3.3% | +8.7% | +10.2% |
| 6M | +5.4% | -10.0% | +15.4% | +8.6% |
| YTD | -10.0% | -18.5% | +8.5% | -3.9% |
| 1Y | +4.1% | -14.4% | +18.5% | +8.7% |
| 3Y | -5.2% | +3.4% | -8.6% | -10.8% |
| All | -12.5% | +6.6% | -19.2% | -19.7% |
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