-28.2%
DHR vs M
+24.8%
-53.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | -0.8% | +2.4% | -3.2% | -1.1% |
| 30D | +0.2% | -11.6% | +11.8% | +1.9% |
| 3M | +12.1% | +1.6% | +10.4% | +11.4% |
| 6M | +5.4% | +25.2% | -19.8% | +1.8% |
| YTD | -10.0% | +3.8% | -13.7% | -11.1% |
| 1Y | +4.1% | +36.3% | -32.3% | -1.2% |
| 3Y | -5.2% | +116.3% | -121.5% | -17.8% |
| 5Y | -28.2% | +28.2% | -56.4% | -33.2% |
| All | -28.2% | +24.8% | -53.0% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling