+21.0%
DHR vs MOD
+201.5%
-180.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.5% | -1.2% |
| 7D | +1.2% | +40.4% | -39.2% | -0.9% |
| 30D | +3.7% | -14.0% | +17.7% | +4.1% |
| 3M | +14.5% | -33.3% | +47.8% | +16.5% |
| 6M | +40.9% | -51.4% | +92.3% | +45.7% |
| YTD | +2.4% | +1.6% | +0.8% | -2.2% |
| 1Y | +6.1% | +5.4% | +0.7% | +0.8% |
| 3Y | +21.0% | +191.0% | -170.0% | -6.2% |
| All | +21.0% | +201.5% | -180.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling