-28.0%
DHR vs VRSK
-11.8%
-16.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.6% | -5.2% | +1.5% | -1.6% |
| 30D | -2.7% | -2.3% | -0.4% | -2.1% |
| 3M | +10.9% | -2.9% | +13.9% | +11.5% |
| 6M | +3.0% | -12.8% | +15.8% | +7.9% |
| YTD | -12.2% | -20.8% | +8.6% | -4.4% |
| 1Y | +3.3% | -33.2% | +36.5% | +21.8% |
| 3Y | -8.2% | -26.6% | +18.4% | -1.0% |
| All | -28.0% | -11.8% | -16.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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