+1,737.3%
DHR vs HBM
+613.3%
+1,124.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.9% | -6.4% | +2.5% | -3.1% |
| 30D | +4.0% | +5.9% | -1.9% | +3.2% |
| 3M | +11.5% | -8.9% | +20.4% | +11.8% |
| 6M | +1.9% | +10.7% | -8.8% | -1.0% |
| YTD | -8.9% | +38.3% | -47.2% | -14.5% |
| 1Y | +5.1% | +121.3% | -116.2% | -7.8% |
| 3Y | -10.3% | +450.6% | -460.9% | -32.0% |
| 5Y | -27.8% | +338.0% | -365.8% | -45.6% |
| 10Y | +203.6% | +578.6% | -375.0% | +88.4% |
| All | +1,737.3% | +613.3% | +1,124.0% | +827.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling