+236.2%
DHR vs IR
+332.9%
-96.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | +6.4% | +7.6% | -1.2% | +3.9% |
| 3M | +13.6% | +0.1% | +13.5% | +13.3% |
| 6M | +41.9% | +14.0% | +27.9% | +35.7% |
| YTD | +3.4% | +7.5% | -4.1% | 0.0% |
| 1Y | +9.9% | +10.1% | -0.3% | +5.4% |
| 3Y | +21.6% | +24.9% | -3.3% | +11.2% |
| 5Y | -10.6% | +46.9% | -57.5% | -23.1% |
| All | +236.2% | +332.9% | -96.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling