+249.8%
DHR vs UAL
+80.6%
+169.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +1.2% | -3.0% | +4.2% | +1.5% |
| 30D | +3.7% | +10.5% | -6.8% | +2.4% |
| 3M | +14.5% | -13.5% | +28.0% | +16.1% |
| 6M | +40.9% | +14.2% | +26.7% | +38.0% |
| YTD | +2.4% | -2.2% | +4.6% | +1.6% |
| 1Y | +6.1% | +12.5% | -6.4% | +3.5% |
| 3Y | +21.0% | +186.8% | -165.8% | +4.9% |
| 5Y | -11.4% | +119.4% | -130.8% | -22.6% |
| All | +249.8% | +80.6% | +169.2% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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