+208.4%
DHR vs MOD
+1,504.3%
-1,295.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.8% | +6.3% | -7.1% | -1.4% |
| 30D | +0.2% | -1.7% | +1.9% | +0.3% |
| 3M | +12.1% | -30.1% | +42.2% | +14.9% |
| 6M | +5.4% | +2.7% | +2.7% | +3.4% |
| YTD | -10.0% | +44.1% | -54.0% | -15.1% |
| 1Y | +4.1% | +38.7% | -34.6% | -2.0% |
| 3Y | -5.2% | +309.8% | -315.0% | -23.2% |
| 5Y | -28.2% | +1,569.7% | -1,597.9% | -50.5% |
| 10Y | +208.4% | +1,520.5% | -1,312.1% | +97.4% |
| All | +208.4% | +1,504.3% | -1,295.9% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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