+1,129.1%
DIA vs DHR
+6,988.4%
-5,859.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.2% | -3.9% | +3.7% | +1.2% |
| 30D | -1.5% | +4.0% | -5.5% | -3.1% |
| 3M | +3.8% | +11.5% | -7.7% | -1.1% |
| 6M | +10.3% | +1.9% | +8.4% | +8.2% |
| YTD | +12.1% | -8.9% | +21.0% | +14.3% |
| 1Y | +18.6% | +5.1% | +13.5% | +14.2% |
| 3Y | +60.6% | -10.3% | +70.9% | +60.3% |
| 5Y | +64.4% | -27.8% | +92.2% | +74.1% |
| 10Y | +250.1% | +203.6% | +46.5% | +113.9% |
| All | +1,129.1% | +6,988.4% | -5,859.3% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling