-29.8%
DHR vs PSX
+357.6%
-387.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -5.0% | +1.5% | -6.5% | -5.2% |
| 30D | -3.3% | +15.8% | -19.2% | -5.3% |
| 3M | +9.4% | +43.0% | -33.6% | +3.8% |
| 6M | +3.2% | +61.1% | -57.9% | -4.3% |
| YTD | -12.0% | +104.5% | -116.6% | -21.9% |
| 1Y | +4.9% | +102.5% | -97.6% | -6.9% |
| 3Y | -7.4% | +133.5% | -140.8% | -21.0% |
| 5Y | -29.8% | +367.0% | -396.7% | -37.4% |
| All | -29.8% | +357.6% | -387.3% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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