-27.9%
DHR vs VSH
+67.3%
-95.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | -2.2% | -4.4% | +2.2% | -1.6% |
| 3M | +9.0% | -45.8% | +54.8% | +20.2% |
| 6M | +3.5% | +90.1% | -86.7% | -19.2% |
| YTD | -10.1% | +120.3% | -130.5% | -33.3% |
| 1Y | +6.2% | +112.2% | -106.0% | -21.1% |
| 3Y | -5.4% | +36.6% | -42.0% | -22.9% |
| 5Y | -27.9% | +67.0% | -94.9% | -48.2% |
| All | -27.9% | +67.3% | -95.2% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling