-27.3%
DHR vs RACE
+93.6%
-120.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | -3.9% | -2.5% | -1.4% | -3.0% |
| 30D | +4.0% | +0.8% | +3.2% | +3.8% |
| 3M | +11.5% | +17.2% | -5.7% | +5.0% |
| 6M | +1.9% | +13.6% | -11.7% | -3.4% |
| YTD | -8.9% | +12.2% | -21.1% | -13.5% |
| 1Y | +5.1% | -16.3% | +21.4% | +10.5% |
| 3Y | -10.3% | +36.4% | -46.7% | -27.0% |
| All | -27.3% | +93.6% | -120.8% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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