-29.8%
DIS vs DHR
-10.0%
-19.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.3% |
| 7D | +5.3% | +3.1% | +2.2% | +4.2% |
| 30D | +10.2% | +7.0% | +3.3% | +7.6% |
| 3M | +13.5% | +15.0% | -1.5% | +7.9% |
| 6M | +11.1% | +37.9% | -26.8% | -2.0% |
| YTD | +5.5% | +3.3% | +2.2% | +3.5% |
| 1Y | +9.1% | +12.8% | -3.7% | +3.3% |
| 3Y | +36.0% | +22.4% | +13.6% | +18.2% |
| 5Y | -29.8% | -9.1% | -20.8% | -34.7% |
| All | -29.8% | -10.0% | -19.9% | -34.7% |
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 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