+203.8%
DHR vs NEM
+319.0%
-115.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | -2.7% | +7.8% | -10.6% | -3.6% |
| 3M | +10.9% | +30.2% | -19.3% | +7.6% |
| 6M | +3.0% | +9.6% | -6.6% | +1.5% |
| YTD | -12.2% | +27.8% | -40.0% | -15.4% |
| 1Y | +3.3% | +60.7% | -57.4% | -3.6% |
| 3Y | -8.2% | +245.3% | -253.5% | -23.3% |
| 5Y | -29.9% | +155.3% | -185.2% | -40.2% |
| All | +203.8% | +319.0% | -115.2% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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