+249.4%
DHR vs UAL
+99.5%
+149.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.6% | +12.5% | -9.8% | +1.2% |
| 30D | +7.4% | +12.2% | -4.8% | +5.9% |
| 3M | +13.0% | -2.6% | +15.6% | +13.0% |
| 6M | +38.5% | +21.1% | +17.4% | +34.7% |
| YTD | +3.8% | +7.8% | -4.1% | +1.8% |
| 1Y | +12.6% | +25.4% | -12.8% | +8.6% |
| 3Y | +22.0% | +217.3% | -195.4% | +4.6% |
| 5Y | -9.5% | +132.9% | -142.4% | -21.6% |
| 10Y | +249.4% | +101.1% | +148.2% | +216.2% |
| All | +249.4% | +99.5% | +149.9% | +216.2% |
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