+249.8%
DHR vs VUG
+398.3%
-148.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | +1.2% | +2.5% | -1.3% | -0.5% |
| 30D | +3.7% | -6.3% | +10.0% | +8.2% |
| 3M | +14.5% | -6.0% | +20.5% | +19.2% |
| 6M | +40.9% | -3.5% | +44.5% | +43.0% |
| YTD | +2.4% | +3.9% | -1.5% | -1.6% |
| 1Y | +6.1% | +5.1% | +1.0% | +1.0% |
| 3Y | +21.0% | +77.9% | -56.9% | -23.1% |
| 5Y | -11.4% | +62.4% | -73.8% | -41.0% |
| All | +249.8% | +398.3% | -148.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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