+210.7%
DHR vs RF
+347.6%
-137.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.9% | +1.3% | -5.2% | -4.2% |
| 30D | +4.0% | -3.6% | +7.6% | +4.8% |
| 3M | +11.5% | +8.1% | +3.4% | +9.4% |
| 6M | +1.9% | +11.5% | -9.6% | -0.7% |
| YTD | -8.9% | +15.6% | -24.5% | -12.1% |
| 1Y | +5.1% | +15.7% | -10.6% | +1.3% |
| 3Y | -10.3% | +86.9% | -97.2% | -22.8% |
| 5Y | -27.8% | +89.8% | -117.6% | -38.7% |
| All | +210.7% | +347.6% | -137.0% | +105.1% |
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