+215.7%
DHR vs M
-7.1%
+222.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.2% |
| 7D | -2.4% | -4.1% | +1.6% | -2.1% |
| 30D | -2.2% | -13.6% | +11.5% | -0.9% |
| 3M | +9.0% | -2.3% | +11.2% | +8.9% |
| 6M | +3.5% | +21.9% | -18.4% | +1.4% |
| YTD | -10.1% | -0.6% | -9.5% | -10.5% |
| 1Y | +6.2% | +29.7% | -23.5% | +3.1% |
| 3Y | -5.4% | +107.3% | -112.6% | -13.0% |
| 5Y | -27.9% | +20.5% | -48.4% | -32.2% |
| 10Y | +215.7% | -6.1% | +221.8% | +176.9% |
| All | +215.7% | -7.1% | +222.8% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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