-10.3%
DHR vs USB
+22.2%
-32.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.9% |
| 7D | -4.5% | -1.5% | -3.0% | -4.0% |
| 30D | +5.0% | +4.3% | +0.7% | +3.4% |
| 3M | +13.6% | -6.1% | +19.6% | +15.8% |
| 6M | +30.1% | +9.4% | +20.7% | +25.2% |
| YTD | -0.5% | +15.2% | -15.7% | -6.3% |
| 1Y | +7.4% | +32.8% | -25.3% | -3.9% |
| 3Y | +16.4% | +91.3% | -74.9% | -9.2% |
| 5Y | -10.3% | +22.7% | -33.0% | -23.2% |
| All | -10.3% | +22.2% | -32.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling