-29.8%
DHR vs QS
-75.8%
+46.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -5.0% | -5.0% | 0.0% | -4.6% |
| 30D | -3.3% | -18.3% | +15.0% | -1.7% |
| 3M | +9.4% | -26.0% | +35.4% | +11.5% |
| 6M | +3.2% | -24.0% | +27.2% | +4.2% |
| YTD | -12.0% | -50.3% | +38.3% | -7.9% |
| 1Y | +4.9% | -38.0% | +42.9% | +5.8% |
| 3Y | -7.4% | -24.6% | +17.2% | -15.2% |
| 5Y | -29.8% | -75.4% | +45.7% | -35.1% |
| All | -29.8% | -75.8% | +46.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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