+12,848.0%
DHR vs HIG
+980.5%
+11,867.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | +0.2% | -4.9% | +5.1% | +1.0% |
| 3M | +12.1% | +6.8% | +5.3% | +10.8% |
| 6M | +5.4% | -1.7% | +7.1% | +5.6% |
| YTD | -10.0% | -0.2% | -9.7% | -10.1% |
| 1Y | +4.1% | +5.7% | -1.6% | +2.9% |
| 3Y | -5.2% | +100.3% | -105.5% | -15.6% |
| 5Y | -28.2% | +118.5% | -146.7% | -37.2% |
| 10Y | +208.4% | +309.7% | -101.3% | +136.7% |
| All | +12,848.0% | +980.5% | +11,867.6% | +5,682.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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