+46.0%
F vs DHR
+21.0%
+25.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | 0.0% | +3.7% | -3.7% | -1.1% |
| 3M | -13.2% | +14.5% | -27.7% | -16.9% |
| 6M | -10.2% | +40.9% | -51.1% | -20.6% |
| YTD | -4.9% | +2.4% | -7.3% | -6.2% |
| 1Y | -6.1% | +6.1% | -12.2% | -8.5% |
| 3Y | +46.0% | +21.0% | +25.0% | +26.3% |
| All | +46.0% | +21.0% | +25.0% | +26.3% |
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