+249.4%
DHR vs P
+691.2%
-441.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | +2.6% | -13.3% | +15.9% | +4.3% |
| 30D | +7.4% | -34.0% | +41.4% | +12.7% |
| 3M | +13.0% | +4.1% | +8.9% | +11.1% |
| 6M | +38.5% | +30.5% | +8.0% | +30.1% |
| YTD | +3.8% | +52.2% | -48.4% | -5.5% |
| 1Y | +12.6% | +10.3% | +2.4% | +6.6% |
| 3Y | +22.0% | +180.9% | -158.9% | -6.7% |
| 5Y | -9.5% | +259.7% | -269.3% | -35.6% |
| 10Y | +249.4% | +652.6% | -403.3% | +111.0% |
| All | +249.4% | +691.2% | -441.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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