-5.2%
DHR vs IR
+8.4%
-13.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.6% |
| 7D | -0.8% | +0.6% | -1.5% | -1.1% |
| 30D | +0.2% | -13.6% | +13.8% | +5.6% |
| 3M | +12.1% | +3.7% | +8.4% | +10.1% |
| 6M | +5.4% | -13.1% | +18.5% | +10.1% |
| YTD | -10.0% | -5.1% | -4.9% | -9.8% |
| 1Y | +4.1% | -6.5% | +10.5% | +4.8% |
| 3Y | -5.2% | +8.5% | -13.7% | -11.7% |
| All | -5.2% | +8.4% | -13.5% | -11.7% |
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