+203.8%
DHR vs ITW
+194.8%
+9.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -3.6% | -0.7% | -2.9% | -3.3% |
| 30D | -2.7% | -8.3% | +5.6% | +1.6% |
| 3M | +10.9% | +6.0% | +4.9% | +7.4% |
| 6M | +3.0% | 0.0% | +3.0% | +2.6% |
| YTD | -12.2% | +10.2% | -22.4% | -17.1% |
| 1Y | +3.3% | +3.2% | +0.1% | +0.8% |
| 3Y | -8.2% | +21.0% | -29.2% | -17.4% |
| 5Y | -29.9% | +37.9% | -67.8% | -41.4% |
| All | +203.8% | +194.8% | +9.0% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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