+208.4%
DHR vs HAS
+53.3%
+155.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | +0.2% | -2.7% | +2.9% | +0.8% |
| 3M | +12.1% | +8.9% | +3.1% | +9.3% |
| 6M | +5.4% | -2.9% | +8.3% | +5.3% |
| YTD | -10.0% | +12.6% | -22.6% | -13.5% |
| 1Y | +4.1% | +17.5% | -13.4% | -1.2% |
| 3Y | -5.2% | +46.2% | -51.4% | -16.5% |
| 5Y | -28.2% | +12.6% | -40.8% | -34.0% |
| 10Y | +208.4% | +55.7% | +152.7% | +160.4% |
| All | +208.4% | +53.3% | +155.1% | +160.4% |
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