-8.0%
DHR vs SCHW
+86.8%
-94.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.3% |
| 7D | -5.0% | -2.8% | -2.2% | -4.2% |
| 30D | -3.3% | -0.1% | -3.3% | -3.4% |
| 3M | +9.4% | +20.6% | -11.2% | +3.7% |
| 6M | +3.2% | +15.9% | -12.8% | -1.3% |
| YTD | -12.0% | +8.5% | -20.5% | -14.5% |
| 1Y | +4.9% | +17.8% | -13.0% | -0.8% |
| All | -8.0% | +86.8% | -94.8% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling