-8.0%
DHR vs NEM
+241.5%
-249.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | -5.0% | -3.3% | -1.7% | -4.6% |
| 30D | -3.3% | +7.8% | -11.2% | -4.1% |
| 3M | +9.4% | +36.3% | -26.8% | +6.2% |
| 6M | +3.2% | +6.6% | -3.4% | +2.3% |
| YTD | -12.0% | +27.1% | -39.2% | -14.8% |
| 1Y | +4.9% | +62.3% | -57.4% | -2.1% |
| All | -8.0% | +241.5% | -249.6% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling