+482.6%
DHR vs P
+485.4%
-2.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -3.9% | +6.5% | -10.4% | -4.7% |
| 30D | +4.0% | +18.8% | -14.8% | +1.4% |
| 3M | +11.5% | +26.7% | -15.3% | +7.1% |
| 6M | +1.9% | +62.2% | -60.3% | -6.3% |
| YTD | -8.9% | +48.5% | -57.4% | -15.6% |
| 1Y | +5.1% | +26.4% | -21.3% | -1.7% |
| 3Y | -10.3% | +159.4% | -169.7% | -28.4% |
| 5Y | -27.8% | +275.8% | -303.6% | -46.9% |
| 10Y | +203.6% | +732.0% | -528.4% | +94.6% |
| All | +482.6% | +485.4% | -2.8% | +274.7% |
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