-27.9%
DHR vs VUG
+75.3%
-103.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -2.2% | -1.7% | -0.5% | -1.2% |
| 3M | +9.0% | +2.8% | +6.1% | +6.5% |
| 6M | +3.5% | +13.6% | -10.1% | -5.3% |
| YTD | -10.1% | +8.1% | -18.2% | -15.2% |
| 1Y | +6.2% | +13.1% | -6.9% | -3.0% |
| 3Y | -5.4% | +87.0% | -92.3% | -39.8% |
| 5Y | -27.9% | +76.0% | -103.9% | -55.8% |
| All | -27.9% | +75.3% | -103.2% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling