+41,065.5%
DHR vs M
+401.4%
+40,664.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.5% |
| 7D | -0.9% | -4.3% | +3.4% | -0.2% |
| 30D | +5.4% | +1.3% | +4.1% | +5.0% |
| 3M | +15.3% | -7.4% | +22.7% | +16.5% |
| 6M | +32.1% | +18.3% | +13.8% | +27.4% |
| YTD | +1.2% | +7.6% | -6.4% | -1.2% |
| 1Y | +10.1% | +17.4% | -7.3% | +5.7% |
| 3Y | +19.9% | +108.4% | -88.5% | 0.0% |
| 5Y | -8.8% | -10.6% | +1.8% | -16.1% |
| 10Y | +255.3% | -3.2% | +258.5% | +173.3% |
| All | +41,065.5% | +401.4% | +40,664.1% | +17,180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling