+81.0%
F vs DHR
+253.6%
-172.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.2% |
| 7D | -0.6% | +3.1% | -3.8% | -1.9% |
| 30D | +2.9% | +7.0% | -4.1% | -0.2% |
| 3M | -9.5% | +15.0% | -24.5% | -15.2% |
| 6M | +4.0% | +37.9% | -33.9% | -11.0% |
| YTD | -1.3% | +3.3% | -4.6% | -4.2% |
| 1Y | -1.9% | +12.8% | -14.8% | -8.7% |
| 3Y | +53.5% | +22.4% | +31.1% | +32.5% |
| 5Y | -15.1% | -9.1% | -6.1% | -17.4% |
| 10Y | +81.0% | +247.9% | -167.0% | -8.5% |
| All | +81.0% | +253.6% | -172.6% | -8.5% |
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