+10.7%
DHR vs MAR
+62.0%
-51.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.6% |
| 7D | +0.4% | +7.7% | -7.4% | -1.6% |
| 30D | +6.2% | +19.4% | -13.2% | +1.4% |
| 3M | +20.8% | +23.3% | -2.5% | +14.3% |
| 6M | +35.5% | +22.8% | +12.7% | +26.6% |
| YTD | +3.2% | +37.8% | -34.5% | -7.0% |
| 1Y | +10.7% | +57.4% | -46.7% | -2.7% |
| All | +10.7% | +62.0% | -51.4% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling