+86.4%
F vs DHR
+207.8%
-121.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.7% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | +1.2% | +0.2% | +1.0% | +1.0% |
| 3M | -5.7% | +12.1% | -17.7% | -11.2% |
| 6M | +17.9% | +5.4% | +12.5% | +13.8% |
| YTD | +10.4% | -10.0% | +20.4% | +14.1% |
| 1Y | +25.3% | +4.1% | +21.3% | +20.9% |
| 3Y | +37.5% | -5.2% | +42.6% | +33.8% |
| 5Y | +46.5% | -28.2% | +74.7% | +58.0% |
| 10Y | +86.4% | +208.4% | -122.0% | -1.8% |
| All | +86.4% | +207.8% | -121.4% | -1.8% |
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 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