+253.2%
DHR vs RF
+220.9%
+32.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | +6.4% | +4.6% | +1.7% | +5.3% |
| 3M | +13.6% | -8.4% | +22.1% | +15.8% |
| 6M | +41.9% | +8.9% | +33.0% | +38.8% |
| YTD | +3.4% | +8.8% | -5.4% | +1.1% |
| 1Y | +9.9% | +18.9% | -9.1% | +5.3% |
| 3Y | +21.6% | +116.0% | -94.4% | +1.9% |
| 5Y | -10.6% | +46.0% | -56.6% | -20.3% |
| All | +253.2% | +220.9% | +32.3% | +170.7% |
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