+203.8%
DHR vs Z
-2.5%
+206.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.8% |
| 7D | -3.6% | -6.0% | +2.4% | -2.7% |
| 30D | -2.7% | -2.3% | -0.5% | -2.5% |
| 3M | +10.9% | -0.6% | +11.5% | +10.6% |
| 6M | +3.0% | -27.6% | +30.7% | +7.6% |
| YTD | -12.2% | -52.4% | +40.2% | -2.8% |
| 1Y | +3.3% | -63.6% | +66.9% | +18.8% |
| 3Y | -8.2% | -36.4% | +28.2% | -5.3% |
| 5Y | -29.9% | -64.6% | +34.7% | -25.7% |
| All | +203.8% | -2.5% | +206.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling