-28.0%
DHR vs XYZ
-68.2%
+40.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.3% | +0.7% | -2.9% |
| 30D | -2.7% | +1.2% | -3.9% | -3.0% |
| 3M | +10.9% | +14.6% | -3.7% | +8.0% |
| 6M | +3.0% | +22.6% | -19.5% | -1.3% |
| YTD | -12.2% | +21.7% | -33.9% | -16.2% |
| 1Y | +3.3% | +6.7% | -3.4% | +0.4% |
| 3Y | -8.2% | +46.8% | -55.1% | -20.6% |
| All | -28.0% | -68.2% | +40.1% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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