+63.8%
DIA vs DHR
-29.9%
+93.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -3.0% | -5.0% | +2.0% | -1.7% |
| 30D | -3.0% | -3.3% | +0.3% | -2.2% |
| 3M | +4.5% | +9.4% | -4.9% | +1.2% |
| 6M | +9.8% | +3.2% | +6.6% | +7.9% |
| YTD | +9.3% | -12.0% | +21.3% | +12.5% |
| 1Y | +16.0% | +4.9% | +11.1% | +12.7% |
| 3Y | +57.7% | -7.4% | +65.1% | +55.5% |
| 5Y | +63.8% | -29.8% | +93.5% | +66.8% |
| All | +63.8% | -29.9% | +93.7% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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