+1,428.7%
DHR vs VRSK
+585.1%
+843.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -5.0% | -7.7% | +2.8% | -1.6% |
| 30D | -3.3% | -2.8% | -0.5% | -2.3% |
| 3M | +9.4% | -3.7% | +13.1% | +10.5% |
| 6M | +3.2% | -12.8% | +15.9% | +8.3% |
| YTD | -12.0% | -21.0% | +8.9% | -4.1% |
| 1Y | +4.9% | -32.5% | +37.4% | +22.4% |
| 3Y | -7.4% | -26.5% | +19.2% | +1.5% |
| 5Y | -29.8% | -11.5% | -18.3% | -30.6% |
| 10Y | +209.1% | +125.7% | +83.4% | +98.4% |
| All | +1,428.7% | +585.1% | +843.6% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling