+19.9%
DHR vs QLD
+140.3%
-120.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.2% |
| 7D | -0.9% | -10.3% | +9.4% | +1.3% |
| 30D | +5.4% | -26.1% | +31.4% | +11.8% |
| 3M | +15.3% | -17.8% | +33.1% | +19.6% |
| 6M | +32.1% | -15.6% | +47.7% | +34.4% |
| YTD | +1.2% | +5.4% | -4.2% | -3.6% |
| 1Y | +10.1% | +5.2% | +4.9% | +4.7% |
| 3Y | +19.9% | +139.4% | -119.6% | -15.7% |
| All | +19.9% | +140.3% | -120.5% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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