+16.7%
DHR vs U
-44.5%
+61.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.9% | -3.8% | -0.1% | -3.5% |
| 30D | +4.0% | +17.5% | -13.4% | +1.9% |
| 3M | +11.5% | +38.7% | -27.2% | +6.9% |
| 6M | +1.9% | +104.4% | -102.6% | -7.0% |
| YTD | -8.9% | -5.7% | -3.2% | -10.2% |
| 1Y | +5.1% | +3.7% | +1.4% | +1.5% |
| 3Y | -10.3% | +12.3% | -22.6% | -18.5% |
| 5Y | -27.8% | -68.8% | +41.0% | -31.1% |
| All | +16.7% | -44.5% | +61.2% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling