+445.3%
DHR vs RUN
-29.4%
+474.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | -0.8% | +10.2% | -11.0% | -1.7% |
| 30D | +0.2% | -9.6% | +9.8% | +1.0% |
| 3M | +12.1% | -31.5% | +43.6% | +15.1% |
| 6M | +5.4% | -18.7% | +24.1% | +6.2% |
| YTD | -10.0% | -49.9% | +39.9% | -6.6% |
| 1Y | +4.1% | -45.5% | +49.6% | +6.5% |
| 3Y | -5.2% | -34.1% | +28.9% | -13.7% |
| 5Y | -28.2% | -79.4% | +51.2% | -30.9% |
| 10Y | +208.4% | +48.9% | +159.4% | +159.3% |
| All | +445.3% | -29.4% | +474.7% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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