+22.2%
DHR vs IR
+25.2%
-3.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | +6.4% | +7.6% | -1.2% | +3.4% |
| 3M | +13.6% | +0.1% | +13.5% | +13.3% |
| 6M | +41.9% | +14.0% | +27.9% | +34.0% |
| YTD | +3.4% | +7.5% | -4.1% | -1.3% |
| 1Y | +9.9% | +10.1% | -0.3% | +3.7% |
| All | +22.2% | +25.2% | -3.0% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling