+13.8%
DHR vs USAR
-18.3%
+32.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -0.4% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +6.4% | -30.1% | +36.5% | +6.6% |
| 3M | +13.6% | -56.3% | +69.9% | +14.1% |
| 6M | +41.9% | -68.6% | +110.4% | +42.7% |
| YTD | +3.4% | -30.5% | +34.0% | +3.2% |
| 1Y | +9.9% | -53.5% | +63.3% | +9.8% |
| 3Y | +21.6% | -19.3% | +40.9% | +24.7% |
| All | +13.8% | -18.3% | +32.1% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling