+210.1%
DHR vs USB
+107.5%
+102.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.9% | +1.4% | -5.3% | -4.3% |
| 30D | +4.0% | -1.3% | +5.3% | +4.3% |
| 3M | +11.5% | +15.2% | -3.7% | +6.4% |
| 6M | +1.9% | +18.8% | -17.0% | -3.7% |
| YTD | -8.9% | +21.0% | -29.9% | -14.6% |
| 1Y | +5.1% | +34.0% | -28.9% | -4.6% |
| 3Y | -10.3% | +95.3% | -105.6% | -28.0% |
| 5Y | -27.8% | +40.4% | -68.2% | -37.8% |
| All | +210.1% | +107.5% | +102.6% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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