+547.1%
DHR vs P
+469.1%
+78.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.3% |
| 7D | -0.9% | -23.8% | +23.0% | +2.2% |
| 30D | +5.4% | -36.6% | +42.0% | +10.8% |
| 3M | +15.3% | +10.9% | +4.5% | +12.6% |
| 6M | +32.1% | +30.0% | +2.2% | +24.6% |
| YTD | +1.2% | +44.4% | -43.2% | -6.6% |
| 1Y | +10.1% | +3.9% | +6.2% | +5.4% |
| 3Y | +19.9% | +176.6% | -156.7% | -6.0% |
| 5Y | -8.8% | +249.3% | -258.1% | -32.6% |
| 10Y | +255.3% | +726.9% | -471.6% | +126.7% |
| All | +547.1% | +469.1% | +78.0% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling