+22.3%
DIS vs DHR
+209.6%
-187.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -3.5% | -2.4% | -1.1% | -2.7% |
| 30D | +1.0% | -2.2% | +3.1% | +1.7% |
| 3M | +5.7% | +9.0% | -3.3% | +1.6% |
| 6M | +3.3% | +3.5% | -0.2% | +0.9% |
| YTD | -7.7% | -10.1% | +2.4% | -5.0% |
| 1Y | -10.0% | +6.2% | -16.1% | -13.6% |
| 3Y | +31.7% | -5.4% | +37.1% | +28.1% |
| 5Y | -42.2% | -27.9% | -14.3% | -38.6% |
| 10Y | +22.3% | +215.7% | -193.4% | -29.9% |
| All | +22.3% | +209.6% | -187.2% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling