+560.8%
DHR vs P
+504.9%
+55.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +1.3% |
| 7D | +3.1% | -9.6% | +12.8% | +4.2% |
| 30D | +7.0% | -33.4% | +40.4% | +11.8% |
| 3M | +15.0% | +14.2% | +0.8% | +11.9% |
| 6M | +37.9% | +31.6% | +6.3% | +30.0% |
| YTD | +3.3% | +53.5% | -50.1% | -5.3% |
| 1Y | +12.8% | +14.2% | -1.4% | +6.6% |
| 3Y | +22.4% | +190.5% | -168.1% | -4.5% |
| 5Y | -9.1% | +256.3% | -265.4% | -32.9% |
| 10Y | +247.9% | +707.9% | -459.9% | +121.4% |
| All | +560.8% | +504.9% | +55.9% | +320.3% |
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 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