-29.8%
DHR vs MAR
+151.1%
-180.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -5.0% | -2.1% | -2.9% | -4.4% |
| 30D | -3.3% | -5.7% | +2.3% | -1.6% |
| 3M | +9.4% | -14.6% | +24.1% | +14.5% |
| 6M | +3.2% | +1.3% | +1.8% | +2.1% |
| YTD | -12.0% | +6.7% | -18.7% | -14.6% |
| 1Y | +4.9% | +26.4% | -21.6% | -3.7% |
| 3Y | -7.4% | +64.7% | -72.1% | -22.4% |
| 5Y | -29.8% | +153.1% | -182.8% | -45.0% |
| All | -29.8% | +151.1% | -180.8% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling