+248.5%
DHR vs USB
+82.2%
+166.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +2.6% | +1.2% | +1.4% | +2.2% |
| 30D | +4.2% | +6.3% | -2.1% | +2.2% |
| 3M | +13.0% | -6.1% | +19.1% | +15.0% |
| 6M | +40.2% | +13.0% | +27.2% | +34.4% |
| YTD | +2.0% | +16.6% | -14.5% | -3.3% |
| 1Y | +6.6% | +31.1% | -24.5% | -2.6% |
| 3Y | +19.9% | +100.9% | -81.0% | -4.1% |
| 5Y | -11.7% | +24.5% | -36.3% | -21.3% |
| All | +248.5% | +82.2% | +166.2% | +184.3% |
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