+247.9%
DHR vs RF
+277.2%
-29.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.6% |
| 7D | +3.1% | -0.1% | +3.3% | +3.2% |
| 30D | +7.0% | +7.0% | -0.1% | +5.3% |
| 3M | +15.0% | -7.0% | +22.1% | +16.8% |
| 6M | +37.9% | +6.8% | +31.1% | +35.6% |
| YTD | +3.3% | +9.9% | -6.6% | +0.8% |
| 1Y | +12.8% | +21.1% | -8.3% | +7.7% |
| 3Y | +22.4% | +119.6% | -97.2% | +2.5% |
| 5Y | -9.1% | +46.2% | -55.2% | -18.9% |
| 10Y | +247.9% | +261.5% | -13.6% | +174.9% |
| All | +247.9% | +277.2% | -29.3% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling