-28.2%
DHR vs HWM
+655.8%
-684.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.7% | +9.5% | +1.3% |
| 7D | -0.8% | -9.2% | +8.3% | +1.2% |
| 30D | +0.2% | -17.9% | +18.1% | +4.5% |
| 3M | +12.1% | -6.0% | +18.1% | +12.6% |
| 6M | +5.4% | -7.4% | +12.8% | +6.0% |
| YTD | -10.0% | +13.1% | -23.1% | -14.3% |
| 1Y | +4.1% | +29.3% | -25.2% | -4.5% |
| 3Y | -5.2% | +389.9% | -395.1% | -41.6% |
| 5Y | -28.2% | +655.5% | -683.8% | -58.8% |
| All | -28.2% | +655.8% | -684.0% | -58.8% |
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