-28.0%
DHR vs NOC
+58.2%
-86.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | +0.8% | -4.4% | -3.7% |
| 30D | -2.7% | -9.7% | +7.0% | -1.4% |
| 3M | +10.9% | -5.6% | +16.6% | +11.7% |
| 6M | +3.0% | -28.6% | +31.6% | +7.4% |
| YTD | -12.2% | -7.9% | -4.3% | -11.9% |
| 1Y | +3.3% | -9.5% | +12.8% | +3.9% |
| 3Y | -8.2% | +28.4% | -36.6% | -12.5% |
| All | -28.0% | +58.2% | -86.3% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 5y: compounded portfolio wealth divided by compounded NOC 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…
5y analysis · Full analysis span regression · 6 months rolling