+203.8%
DHR vs MAR
+450.9%
-247.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -2.7% | -5.4% | +2.7% | -1.6% |
| 3M | +10.9% | -15.5% | +26.4% | +14.9% |
| 6M | +3.0% | +3.0% | +0.1% | +2.1% |
| YTD | -12.2% | +8.5% | -20.7% | -14.2% |
| 1Y | +3.3% | +26.0% | -22.6% | -2.4% |
| 3Y | -8.2% | +68.6% | -76.8% | -18.8% |
| 5Y | -29.9% | +157.4% | -187.3% | -43.1% |
| All | +203.8% | +450.9% | -247.1% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling