+1,511.8%
DHR vs PM
+837.3%
+674.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +3.7% | -3.2% | +6.9% | +4.8% |
| 3M | +14.5% | +6.2% | +8.3% | +11.6% |
| 6M | +40.9% | +7.7% | +33.2% | +36.0% |
| YTD | +2.4% | +27.3% | -24.9% | -8.3% |
| 1Y | +6.1% | +32.8% | -26.7% | -6.7% |
| 3Y | +21.0% | +150.0% | -129.0% | -21.3% |
| 5Y | -11.4% | +164.2% | -175.7% | -44.6% |
| 10Y | +241.8% | +265.7% | -23.9% | +71.2% |
| All | +1,511.8% | +837.3% | +674.5% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling