+22.0%
DHR vs PM
+144.1%
-122.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +2.6% | -6.6% | +9.2% | +3.1% |
| 30D | +7.4% | -3.4% | +10.9% | +7.7% |
| 3M | +13.0% | +5.3% | +7.6% | +12.6% |
| 6M | +38.5% | +15.5% | +23.0% | +37.1% |
| YTD | +3.8% | +24.3% | -20.5% | +2.3% |
| 1Y | +12.6% | +29.7% | -17.1% | +10.5% |
| 3Y | +22.0% | +144.9% | -122.9% | -10.8% |
| All | +22.0% | +144.1% | -122.1% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling