+248.5%
DHR vs HAS
+99.1%
+149.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | +2.6% | +1.6% | +0.9% | +2.2% |
| 30D | +4.2% | +26.6% | -22.4% | -1.6% |
| 3M | +13.0% | +29.0% | -16.0% | +6.2% |
| 6M | +40.2% | +30.6% | +9.6% | +30.6% |
| YTD | +2.0% | +51.5% | -49.5% | -8.8% |
| 1Y | +6.6% | +58.5% | -51.9% | -5.8% |
| 3Y | +19.9% | +214.1% | -194.2% | -11.7% |
| 5Y | -11.7% | +50.2% | -62.0% | -24.2% |
| All | +248.5% | +99.1% | +149.4% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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