+1,271.5%
DHR vs VYM
+488.1%
+783.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -3.6% | -0.8% | -2.8% | -2.9% |
| 30D | -2.7% | -2.2% | -0.5% | -0.7% |
| 3M | +10.9% | +3.1% | +7.9% | +7.9% |
| 6M | +3.0% | +9.7% | -6.7% | -5.4% |
| YTD | -12.2% | +14.9% | -27.1% | -22.7% |
| 1Y | +3.3% | +17.6% | -14.3% | -10.9% |
| 3Y | -8.2% | +65.3% | -73.5% | -41.3% |
| 5Y | -29.9% | +78.7% | -108.6% | -57.9% |
| 10Y | +208.5% | +208.2% | +0.3% | +10.1% |
| All | +1,271.5% | +488.1% | +783.4% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling