-9.5%
DHR vs HWM
+574.1%
-583.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +2.6% | -1.8% | +4.4% | +3.0% |
| 30D | +7.4% | -2.7% | +10.1% | +7.8% |
| 3M | +13.0% | -22.7% | +35.7% | +19.5% |
| 6M | +38.5% | -18.9% | +57.4% | +44.0% |
| YTD | +3.8% | +7.1% | -3.3% | -0.8% |
| 1Y | +12.6% | +4.7% | +8.0% | +8.2% |
| 3Y | +22.0% | +345.6% | -323.6% | -28.5% |
| 5Y | -9.5% | +588.3% | -597.8% | -53.7% |
| All | -9.5% | +574.1% | -583.6% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling