+186.0%
DHR vs IR
+271.9%
-85.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -5.0% | -3.1% | -1.9% | -4.1% |
| 30D | -3.3% | -14.0% | +10.7% | +1.1% |
| 3M | +9.4% | +3.7% | +5.7% | +7.9% |
| 6M | +3.2% | -15.4% | +18.5% | +7.8% |
| YTD | -12.0% | -7.7% | -4.4% | -10.8% |
| 1Y | +4.9% | -8.8% | +13.7% | +6.7% |
| 3Y | -7.4% | +5.6% | -12.9% | -10.9% |
| 5Y | -29.8% | +34.3% | -64.1% | -37.6% |
| All | +186.0% | +271.9% | -85.9% | +103.3% |
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