+532.7%
DHR vs Z
+6.6%
+526.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +0.2% | -13.1% | +13.2% | +2.1% |
| 30D | +6.4% | +5.9% | +0.5% | +5.1% |
| 3M | +13.6% | -13.7% | +27.3% | +15.3% |
| 6M | +41.9% | -27.1% | +69.0% | +47.1% |
| YTD | +3.4% | -56.8% | +60.2% | +14.9% |
| 1Y | +9.9% | -60.2% | +70.1% | +23.4% |
| 3Y | +21.6% | -19.7% | +41.3% | +21.0% |
| 5Y | -10.6% | -53.7% | +43.1% | -7.9% |
| 10Y | +245.2% | -16.9% | +262.0% | +214.4% |
| All | +532.7% | +6.6% | +526.1% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling