+203.8%
DHR vs SCHW
+301.0%
-97.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -1.9% | -1.8% | -3.2% |
| 30D | -2.7% | -1.6% | -1.1% | -2.4% |
| 3M | +10.9% | +21.3% | -10.3% | +5.7% |
| 6M | +3.0% | +16.5% | -13.5% | -1.0% |
| YTD | -12.2% | +8.4% | -20.6% | -14.3% |
| 1Y | +3.3% | +15.6% | -12.3% | -0.9% |
| 3Y | -8.2% | +86.8% | -95.1% | -22.7% |
| 5Y | -29.9% | +60.5% | -90.4% | -40.4% |
| All | +203.8% | +301.0% | -97.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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