+54,250.4%
DHR vs NEM
+483.1%
+53,767.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.8% | +3.9% | -4.7% | -1.0% |
| 30D | +0.2% | +12.7% | -12.5% | -0.4% |
| 3M | +12.1% | +28.7% | -16.6% | +10.4% |
| 6M | +5.4% | +9.8% | -4.4% | +4.6% |
| YTD | -10.0% | +28.1% | -38.1% | -11.6% |
| 1Y | +4.1% | +69.3% | -65.3% | +0.5% |
| 3Y | -5.2% | +247.7% | -252.9% | -12.5% |
| 5Y | -28.2% | +153.4% | -181.6% | -33.0% |
| 10Y | +208.4% | +291.3% | -82.9% | +180.5% |
| All | +54,250.4% | +483.1% | +53,767.2% | +49,400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling