+500.7%
DHR vs QSR
+206.0%
+294.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | -2.4% | -2.4% | -0.1% | -1.8% |
| 30D | -2.2% | +5.7% | -7.9% | -3.7% |
| 3M | +9.0% | +6.9% | +2.0% | +6.9% |
| 6M | +3.5% | +6.9% | -3.4% | +1.4% |
| YTD | -10.1% | +14.9% | -25.0% | -13.9% |
| 1Y | +6.2% | +29.1% | -22.9% | -1.6% |
| 3Y | -5.4% | +26.1% | -31.5% | -12.5% |
| 5Y | -27.9% | +42.3% | -70.2% | -35.9% |
| 10Y | +215.7% | +134.0% | +81.8% | +141.2% |
| All | +500.7% | +206.0% | +294.8% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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