-27.9%
DHR vs PH
+251.4%
-279.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.2% | -10.3% | +8.1% | +2.1% |
| 3M | +9.0% | +5.1% | +3.9% | +6.1% |
| 6M | +3.5% | +2.3% | +1.2% | +1.6% |
| YTD | -10.1% | +8.7% | -18.8% | -14.1% |
| 1Y | +6.2% | +26.8% | -20.6% | -5.2% |
| 3Y | -5.4% | +139.2% | -144.6% | -36.3% |
| 5Y | -27.9% | +251.1% | -279.0% | -60.5% |
| All | -27.9% | +251.4% | -279.3% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling