+245.2%
DHR vs HWM
+1,554.5%
-1,309.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | +0.2% | +5.0% | -4.8% | -0.6% |
| 30D | +6.4% | +1.5% | +4.9% | +5.9% |
| 3M | +13.6% | -20.3% | +34.0% | +17.3% |
| 6M | +41.9% | -18.0% | +59.9% | +45.4% |
| YTD | +3.4% | +9.5% | -6.1% | +0.6% |
| 1Y | +9.9% | +7.5% | +2.4% | +7.1% |
| 3Y | +21.6% | +355.7% | -334.1% | -7.8% |
| 5Y | -10.6% | +610.2% | -620.8% | -36.8% |
| 10Y | +245.2% | +1,516.8% | -1,271.6% | +108.6% |
| All | +245.2% | +1,554.5% | -1,309.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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