+203.8%
DHR vs VSH
+196.4%
+7.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.5% |
| 7D | -3.6% | +4.8% | -8.4% | -4.6% |
| 30D | -2.7% | -0.7% | -2.0% | -2.9% |
| 3M | +10.9% | -43.1% | +54.0% | +22.6% |
| 6M | +3.0% | +91.8% | -88.7% | -19.1% |
| YTD | -12.2% | +131.6% | -143.8% | -35.1% |
| 1Y | +3.3% | +118.1% | -114.8% | -23.0% |
| 3Y | -8.2% | +40.9% | -49.1% | -25.9% |
| 5Y | -29.9% | +75.8% | -105.7% | -47.9% |
| All | +203.8% | +196.4% | +7.4% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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