+203.8%
DHR vs USFR
+28.1%
+175.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | +0.1% | -3.8% | -3.6% |
| 30D | -2.7% | +0.4% | -3.1% | -2.8% |
| 3M | +10.9% | +1.0% | +9.9% | +10.9% |
| 6M | +3.0% | +2.0% | +1.1% | +3.0% |
| YTD | -12.2% | +2.8% | -15.0% | -12.3% |
| 1Y | +3.3% | +4.1% | -0.8% | +3.0% |
| 3Y | -8.2% | +14.1% | -22.4% | -10.0% |
| 5Y | -29.9% | +20.6% | -50.5% | -33.2% |
| All | +203.8% | +28.1% | +175.7% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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