+94.5%
DHR vs NET
+1,381.0%
-1,286.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.4% |
| 7D | +0.4% | -16.4% | +16.7% | +2.7% |
| 30D | +6.2% | -25.8% | +32.0% | +10.2% |
| 3M | +20.8% | -11.5% | +32.4% | +22.0% |
| 6M | +35.5% | +18.9% | +16.6% | +30.1% |
| YTD | +3.2% | +35.2% | -32.0% | -3.7% |
| 1Y | +10.7% | +14.5% | -3.8% | +5.5% |
| 3Y | +20.8% | +313.8% | -293.0% | -7.8% |
| 5Y | -11.2% | +32.6% | -43.7% | -28.2% |
| All | +94.5% | +1,381.0% | -1,286.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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