-29.8%
DHR vs LOW
+5.8%
-35.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -5.0% | -2.6% | -2.3% | -3.8% |
| 30D | -3.3% | -11.1% | +7.8% | +2.1% |
| 3M | +9.4% | -8.5% | +17.9% | +13.7% |
| 6M | +3.2% | -20.8% | +24.0% | +14.4% |
| YTD | -12.0% | -17.2% | +5.2% | -4.9% |
| 1Y | +4.9% | -24.7% | +29.6% | +18.6% |
| 3Y | -7.4% | -9.7% | +2.4% | -5.8% |
| 5Y | -29.8% | +6.0% | -35.8% | -35.1% |
| All | -29.8% | +5.8% | -35.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 5y: compounded portfolio wealth divided by compounded LOW 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…
5y analysis · Full analysis span regression · 6 months rolling