+203.8%
DHR vs IT
+103.1%
+100.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -1.7% |
| 7D | -3.6% | -3.7% | 0.0% | -2.7% |
| 30D | -2.7% | +0.1% | -2.8% | -3.0% |
| 3M | +10.9% | +20.7% | -9.8% | +3.3% |
| 6M | +3.0% | +12.0% | -8.9% | -2.8% |
| YTD | -12.2% | -28.8% | +16.6% | -5.7% |
| 1Y | +3.3% | -25.5% | +28.8% | +8.6% |
| 3Y | -8.2% | -48.8% | +40.5% | +6.0% |
| 5Y | -29.9% | -42.7% | +12.8% | -23.3% |
| All | +203.8% | +103.1% | +100.7% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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