-11.6%
DHR vs PL
+20.8%
-32.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | +1.1% |
| 7D | -0.9% | -6.8% | +6.0% | -0.5% |
| 30D | +5.4% | -29.3% | +34.7% | +7.4% |
| 3M | +15.3% | -44.8% | +60.1% | +19.1% |
| 6M | +32.1% | -68.4% | +100.5% | +40.0% |
| YTD | +1.2% | -36.4% | +37.5% | +0.3% |
| 1Y | +10.1% | +0.7% | +9.4% | +4.4% |
| 3Y | +19.9% | +455.3% | -435.5% | -10.7% |
| All | -11.6% | +20.8% | -32.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling