+566.3%
DHR vs PYPL
+57.7%
+508.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +3.7% | +5.7% | -2.0% | +2.1% |
| 3M | +14.5% | -1.9% | +16.4% | +14.5% |
| 6M | +40.9% | +31.8% | +9.1% | +29.4% |
| YTD | +2.4% | +2.4% | 0.0% | -0.3% |
| 1Y | +6.1% | -8.2% | +14.4% | +6.4% |
| 3Y | +21.0% | +10.2% | +10.8% | +11.0% |
| 5Y | -11.4% | -71.2% | +59.8% | +13.1% |
| 10Y | +241.8% | +49.6% | +192.3% | +165.1% |
| All | +566.3% | +57.7% | +508.6% | +397.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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