+3.3%
DHR vs PM
+19.3%
-16.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | +4.7% | -8.3% | -3.4% |
| 30D | -2.7% | +2.6% | -5.4% | -2.6% |
| 3M | +10.9% | +6.6% | +4.4% | +11.5% |
| 6M | +3.0% | +16.5% | -13.5% | +5.2% |
| YTD | -12.2% | +21.2% | -33.4% | -9.0% |
| 1Y | +3.3% | +17.9% | -14.6% | +5.2% |
| All | +3.3% | +19.3% | -16.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling