+417.1%
DHR vs XYZ
+608.9%
-191.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.8% |
| 30D | -2.2% | +0.5% | -2.7% | -2.3% |
| 3M | +9.0% | +16.3% | -7.3% | +5.9% |
| 6M | +3.5% | +21.1% | -17.7% | -0.4% |
| YTD | -10.1% | +22.0% | -32.1% | -14.1% |
| 1Y | +6.2% | +5.2% | +1.0% | +3.6% |
| 3Y | -5.4% | +49.6% | -54.9% | -16.8% |
| 5Y | -27.9% | -68.4% | +40.5% | -24.1% |
| 10Y | +215.7% | +604.5% | -388.8% | +158.9% |
| All | +417.1% | +608.9% | -191.8% | +318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling