-29.8%
DHR vs VMC
+47.2%
-77.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -5.0% | -3.7% | -1.3% | -3.5% |
| 30D | -3.3% | -12.8% | +9.4% | +2.4% |
| 3M | +9.4% | -7.9% | +17.4% | +13.0% |
| 6M | +3.2% | -7.5% | +10.7% | +6.0% |
| YTD | -12.0% | -11.6% | -0.4% | -8.4% |
| 1Y | +4.9% | -14.3% | +19.1% | +10.4% |
| 3Y | -7.4% | +18.5% | -25.9% | -17.6% |
| 5Y | -29.8% | +46.8% | -76.5% | -45.7% |
| All | -29.8% | +47.2% | -77.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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