-28.2%
DHR vs S
-72.3%
+44.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -0.8% | -5.8% | +5.0% | 0.0% |
| 30D | +0.2% | -9.2% | +9.4% | +1.3% |
| 3M | +12.1% | +23.4% | -11.3% | +8.0% |
| 6M | +5.4% | +36.9% | -31.5% | -0.6% |
| YTD | -10.0% | +29.5% | -39.5% | -14.6% |
| 1Y | +4.1% | +5.4% | -1.3% | +1.4% |
| 3Y | -5.2% | +14.7% | -19.9% | -11.6% |
| 5Y | -28.2% | -71.5% | +43.3% | -27.3% |
| All | -28.2% | -72.3% | +44.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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