+34.8%
DIS vs DHR
-7.0%
+41.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -2.6% | -3.9% | +1.3% | -1.6% |
| 30D | +3.5% | +4.0% | -0.5% | +2.4% |
| 3M | +6.8% | +11.5% | -4.7% | +3.4% |
| 6M | +3.0% | +1.9% | +1.1% | +2.0% |
| YTD | -6.7% | -8.9% | +2.2% | -4.6% |
| 1Y | -10.1% | +5.1% | -15.2% | -12.1% |
| All | +34.8% | -7.0% | +41.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling