+203.8%
DHR vs HBM
+619.2%
-415.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -3.3% | -0.3% | -3.3% |
| 30D | -2.7% | -4.8% | +2.1% | -2.3% |
| 3M | +10.9% | -0.4% | +11.4% | +10.3% |
| 6M | +3.0% | +17.9% | -14.8% | -0.3% |
| YTD | -12.2% | +33.7% | -45.9% | -16.8% |
| 1Y | +3.3% | +95.6% | -92.3% | -7.0% |
| 3Y | -8.2% | +458.1% | -466.3% | -28.9% |
| 5Y | -29.9% | +329.0% | -358.9% | -45.8% |
| All | +203.8% | +619.2% | -415.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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