+12.2%
DHR vs USAR
-20.3%
+32.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.3% |
| 7D | +2.6% | +8.8% | -6.2% | +2.5% |
| 30D | +4.2% | -28.5% | +32.6% | +4.4% |
| 3M | +13.0% | -56.2% | +69.2% | +13.5% |
| 6M | +40.2% | -68.4% | +108.6% | +41.0% |
| YTD | +2.0% | -32.2% | +34.2% | +1.9% |
| 1Y | +6.6% | -52.3% | +58.9% | +6.6% |
| 3Y | +19.9% | -21.2% | +41.1% | +23.0% |
| All | +12.2% | -20.3% | +32.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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