+53,005.7%
DHR vs ITW
+9,414.5%
+43,591.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -5.0% | -2.4% | -2.6% | -3.9% |
| 30D | -3.3% | -9.5% | +6.2% | +1.5% |
| 3M | +9.4% | +6.6% | +2.8% | +5.8% |
| 6M | +3.2% | -1.8% | +4.9% | +3.7% |
| YTD | -12.0% | +9.0% | -21.0% | -16.3% |
| 1Y | +4.9% | +3.6% | +1.3% | +2.3% |
| 3Y | -7.4% | +19.4% | -26.8% | -15.7% |
| 5Y | -29.8% | +36.4% | -66.2% | -40.5% |
| 10Y | +209.1% | +190.0% | +19.1% | +73.4% |
| All | +53,005.7% | +9,414.5% | +43,591.2% | +7,928.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling