+862.6%
DHR vs INDA
+111.6%
+751.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | +0.2% | -2.5% | +2.8% | +1.3% |
| 3M | +12.1% | +4.0% | +8.1% | +10.2% |
| 6M | +5.4% | -1.8% | +7.2% | +6.0% |
| YTD | -10.0% | -9.2% | -0.8% | -6.6% |
| 1Y | +4.1% | -7.2% | +11.3% | +7.0% |
| 3Y | -5.2% | +9.8% | -15.0% | -9.3% |
| 5Y | -28.2% | +7.5% | -35.7% | -30.9% |
| 10Y | +208.4% | +80.8% | +127.6% | +138.3% |
| All | +862.6% | +111.6% | +751.0% | +594.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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