-28.2%
DHR vs URA
+131.0%
-159.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | -0.8% | +8.1% | -8.9% | -1.8% |
| 30D | +0.2% | +5.8% | -5.5% | -0.5% |
| 3M | +12.1% | +3.4% | +8.6% | +11.3% |
| 6M | +5.4% | -2.6% | +8.0% | +4.9% |
| YTD | -10.0% | +11.2% | -21.1% | -12.7% |
| 1Y | +4.1% | +19.8% | -15.8% | -1.5% |
| 3Y | -5.2% | +121.5% | -126.6% | -22.8% |
| 5Y | -28.2% | +134.5% | -162.7% | -43.6% |
| All | -28.2% | +131.0% | -159.2% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling