+17.8%
DHR vs USB
+90.4%
-72.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.8% |
| 7D | -4.5% | -1.5% | -3.0% | -3.9% |
| 30D | +5.0% | +4.3% | +0.7% | +3.2% |
| 3M | +13.6% | -6.1% | +19.6% | +16.1% |
| 6M | +30.1% | +9.4% | +20.7% | +24.2% |
| YTD | -0.5% | +15.2% | -15.7% | -7.6% |
| 1Y | +7.4% | +32.8% | -25.3% | -6.3% |
| All | +17.8% | +90.4% | -72.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling