+62,539.0%
DHR vs HAS
+4,769.2%
+57,769.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +2.6% | +3.3% | -0.7% | +1.9% |
| 30D | +7.4% | +30.5% | -23.1% | +0.8% |
| 3M | +13.0% | +29.9% | -16.9% | +6.0% |
| 6M | +38.5% | +26.5% | +11.9% | +30.0% |
| YTD | +3.8% | +51.9% | -48.2% | -7.1% |
| 1Y | +12.6% | +60.9% | -48.3% | -0.5% |
| 3Y | +22.0% | +215.0% | -193.0% | -9.3% |
| 5Y | -9.5% | +51.5% | -61.0% | -21.6% |
| 10Y | +249.4% | +102.2% | +147.1% | +166.6% |
| All | +62,539.0% | +4,769.2% | +57,769.8% | +20,647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling