-28.2%
DHR vs U
-68.4%
+40.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | -0.8% | +4.5% | -5.3% | -1.3% |
| 30D | +0.2% | -0.6% | +0.8% | +0.3% |
| 3M | +12.1% | +48.4% | -36.4% | +6.5% |
| 6M | +5.4% | +115.4% | -109.9% | -4.5% |
| YTD | -10.0% | -3.2% | -6.8% | -11.5% |
| 1Y | +4.1% | -6.0% | +10.1% | +1.8% |
| 3Y | -5.2% | +13.5% | -18.6% | -14.2% |
| 5Y | -28.2% | -68.0% | +39.8% | -33.8% |
| All | -28.2% | -68.4% | +40.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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