-11.6%
DHR vs P
+247.4%
-259.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.4% |
| 7D | -0.9% | -23.8% | +23.0% | +1.6% |
| 30D | +5.4% | -36.6% | +42.0% | +9.7% |
| 3M | +15.3% | +10.9% | +4.5% | +13.1% |
| 6M | +32.1% | +30.0% | +2.2% | +25.9% |
| YTD | +1.2% | +44.4% | -43.2% | -5.5% |
| 1Y | +10.1% | +3.9% | +6.2% | +6.3% |
| 3Y | +19.9% | +176.6% | -156.7% | -8.0% |
| All | -11.6% | +247.4% | -259.0% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling