+5.6%
DHR vs PL
+46.6%
-41.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.5% | -12.4% | +1.2% |
| 7D | +3.1% | +10.9% | -7.7% | +2.4% |
| 30D | +7.0% | -16.4% | +23.3% | +7.9% |
| 3M | +15.0% | -39.9% | +55.0% | +18.1% |
| 6M | +37.9% | -63.2% | +101.1% | +44.8% |
| YTD | +3.3% | -27.1% | +30.5% | +1.5% |
| 1Y | +12.8% | +12.2% | +0.6% | +6.4% |
| 3Y | +22.4% | +584.3% | -561.9% | -10.3% |
| 5Y | -9.1% | +37.0% | -46.1% | -26.9% |
| All | +5.6% | +46.6% | -41.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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