+4,206.7%
DHR vs UMC
+292.9%
+3,913.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.9% |
| 7D | -2.4% | +13.6% | -16.0% | -4.8% |
| 30D | -2.2% | +20.8% | -22.9% | -5.8% |
| 3M | +9.0% | +16.1% | -7.2% | +3.5% |
| 6M | +3.5% | +137.3% | -133.8% | -15.8% |
| YTD | -10.1% | +193.8% | -203.9% | -30.5% |
| 1Y | +6.2% | +236.1% | -229.9% | -20.4% |
| 3Y | -5.4% | +267.1% | -272.5% | -31.4% |
| 5Y | -27.9% | +145.3% | -173.2% | -44.5% |
| 10Y | +215.7% | +1,857.3% | -1,641.6% | +49.1% |
| All | +4,206.7% | +292.9% | +3,913.8% | +1,812.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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