+59,947.1%
DHR vs IP
+327.4%
+59,619.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.5% |
| 7D | -4.5% | -5.0% | +0.5% | -3.1% |
| 30D | +5.0% | +6.5% | -1.6% | +3.0% |
| 3M | +13.6% | -18.0% | +31.6% | +19.9% |
| 6M | +30.1% | +10.3% | +19.8% | +25.1% |
| YTD | -0.5% | -9.9% | +9.3% | +0.5% |
| 1Y | +7.4% | -1.1% | +8.5% | +5.4% |
| 3Y | +16.4% | +13.0% | +3.4% | +6.7% |
| 5Y | -10.3% | -12.3% | +1.9% | -12.4% |
| 10Y | +249.3% | +26.8% | +222.4% | +189.4% |
| All | +59,947.1% | +327.4% | +59,619.7% | +26,751.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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