+249.8%
DHR vs PH
+698.6%
-448.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.2% | +4.1% | -2.9% | -0.2% |
| 30D | +3.7% | -0.1% | +3.8% | +3.6% |
| 3M | +14.5% | -9.6% | +24.1% | +18.1% |
| 6M | +40.9% | +8.5% | +32.4% | +36.0% |
| YTD | +2.4% | +9.4% | -7.0% | -1.8% |
| 1Y | +6.1% | +14.2% | -8.1% | +0.3% |
| 3Y | +21.0% | +134.0% | -113.0% | -11.5% |
| 5Y | -11.4% | +203.8% | -215.2% | -41.9% |
| All | +249.8% | +698.6% | -448.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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