+36,961.1%
DHR vs M
+396.5%
+36,564.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -3.9% | +4.7% | -8.6% | -4.7% |
| 30D | +4.0% | -9.6% | +13.7% | +5.8% |
| 3M | +11.5% | +0.9% | +10.6% | +10.9% |
| 6M | +1.9% | +22.3% | -20.4% | -2.2% |
| YTD | -8.9% | +6.5% | -15.4% | -10.7% |
| 1Y | +5.1% | +38.8% | -33.7% | -2.0% |
| 3Y | -10.3% | +115.9% | -126.2% | -25.5% |
| 5Y | -27.8% | +28.6% | -56.4% | -38.2% |
| 10Y | +203.6% | -2.5% | +206.2% | +133.4% |
| All | +36,961.1% | +396.5% | +36,564.6% | +15,519.0% |
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