+249.8%
DHR vs HWM
+1,487.1%
-1,237.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +1.2% | +7.3% | -6.1% | 0.0% |
| 30D | +3.7% | +1.6% | +2.1% | +3.2% |
| 3M | +14.5% | -21.9% | +36.4% | +18.6% |
| 6M | +40.9% | -19.0% | +60.0% | +44.8% |
| YTD | +2.4% | +7.9% | -5.5% | -0.2% |
| 1Y | +6.1% | +9.9% | -3.8% | +3.1% |
| 3Y | +21.0% | +342.1% | -321.1% | -7.9% |
| 5Y | -11.4% | +600.8% | -612.2% | -37.3% |
| All | +249.8% | +1,487.1% | -1,237.3% | +113.1% |
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