+219.5%
DHR vs HWM
+1,494.1%
-1,274.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.9% | -2.1% | -1.8% | -3.6% |
| 30D | +4.0% | -11.0% | +15.0% | +5.8% |
| 3M | +11.5% | +4.0% | +7.5% | +10.3% |
| 6M | +1.9% | -0.2% | +2.1% | +1.3% |
| YTD | -8.9% | +26.7% | -35.6% | -13.1% |
| 1Y | +5.1% | +44.7% | -39.6% | -2.1% |
| 3Y | -10.3% | +426.1% | -436.4% | -33.3% |
| 5Y | -27.8% | +738.5% | -766.3% | -50.2% |
| All | +219.5% | +1,494.1% | -1,274.6% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling