+249.4%
DHR vs M
-3.0%
+252.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +2.6% | +5.0% | -2.4% | +2.1% |
| 30D | +7.4% | +10.6% | -3.2% | +6.4% |
| 3M | +13.0% | +1.6% | +11.4% | +12.6% |
| 6M | +38.5% | +30.8% | +7.6% | +34.7% |
| YTD | +3.8% | +16.9% | -13.1% | +1.7% |
| 1Y | +12.6% | +26.3% | -13.6% | +9.6% |
| 3Y | +22.0% | +158.6% | -136.6% | +10.1% |
| 5Y | -9.5% | +2.1% | -11.6% | -14.7% |
| 10Y | +249.4% | -4.3% | +253.7% | +210.9% |
| All | +249.4% | -3.0% | +252.4% | +210.9% |
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