+53,005.7%
DHR vs UL
+2,550.5%
+50,455.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -5.0% | -4.1% | -0.9% | -3.7% |
| 30D | -3.3% | -1.2% | -2.1% | -3.0% |
| 3M | +9.4% | +6.0% | +3.4% | +7.2% |
| 6M | +3.2% | -5.5% | +8.6% | +4.6% |
| YTD | -12.0% | -3.3% | -8.7% | -11.6% |
| 1Y | +4.9% | -9.8% | +14.7% | +7.6% |
| 3Y | -7.4% | +20.1% | -27.5% | -14.3% |
| 5Y | -29.8% | +19.2% | -48.9% | -35.7% |
| 10Y | +209.1% | +65.4% | +143.7% | +148.4% |
| All | +53,005.7% | +2,550.5% | +50,455.1% | +17,741.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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