+22.2%
DHR vs QLD
+154.4%
-132.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -5.0% | -1.3% |
| 7D | +0.2% | -1.2% | +1.3% | +0.2% |
| 30D | +6.4% | -15.7% | +22.1% | +9.8% |
| 3M | +13.6% | -10.0% | +23.7% | +15.6% |
| 6M | +41.9% | -11.2% | +53.1% | +43.2% |
| YTD | +3.4% | +16.4% | -12.9% | -3.5% |
| 1Y | +9.9% | +12.7% | -2.8% | +3.2% |
| All | +22.2% | +154.4% | -132.2% | -14.0% |
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