-28.0%
DHR vs VYM
+77.5%
-105.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | -3.6% | -0.8% | -2.8% | -2.8% |
| 30D | -2.7% | -2.2% | -0.5% | -0.4% |
| 3M | +10.9% | +3.1% | +7.9% | +7.3% |
| 6M | +3.0% | +9.7% | -6.7% | -7.1% |
| YTD | -12.2% | +14.9% | -27.1% | -24.8% |
| 1Y | +3.3% | +17.6% | -14.3% | -13.7% |
| 3Y | -8.2% | +65.3% | -73.5% | -46.9% |
| All | -28.0% | +77.5% | -105.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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