+215.7%
DHR vs P
+694.3%
-478.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.3% |
| 7D | -2.4% | +5.0% | -7.4% | -3.1% |
| 30D | -2.2% | -0.9% | -1.2% | -2.5% |
| 3M | +9.0% | +38.7% | -29.7% | +3.1% |
| 6M | +3.5% | +54.4% | -50.9% | -4.7% |
| YTD | -10.1% | +44.8% | -55.0% | -16.9% |
| 1Y | +6.2% | +22.5% | -16.3% | -0.8% |
| 3Y | -5.4% | +148.2% | -153.6% | -25.5% |
| 5Y | -27.9% | +268.9% | -296.8% | -48.5% |
| 10Y | +215.7% | +696.9% | -481.1% | +95.0% |
| All | +215.7% | +694.3% | -478.5% | +95.0% |
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