+54,250.4%
DHR vs VMC
+3,191.4%
+51,058.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.7% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +0.2% | -9.1% | +9.3% | +3.2% |
| 3M | +12.1% | -4.1% | +16.2% | +13.4% |
| 6M | +5.4% | -5.5% | +10.9% | +7.0% |
| YTD | -10.0% | -8.9% | -1.1% | -7.9% |
| 1Y | +4.1% | -12.9% | +17.0% | +7.9% |
| 3Y | -5.2% | +22.1% | -27.3% | -12.4% |
| 5Y | -28.2% | +52.7% | -80.9% | -38.6% |
| 10Y | +208.4% | +152.7% | +55.7% | +108.8% |
| All | +54,250.4% | +3,191.4% | +51,058.9% | +16,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling