+615.0%
F vs DHR
+56,727.1%
-56,112.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +5.3% | -3.9% | +9.2% | +7.0% |
| 30D | +4.6% | +4.0% | +0.6% | +2.9% |
| 3M | -3.7% | +11.5% | -15.2% | -8.7% |
| 6M | +16.8% | +1.9% | +15.0% | +14.6% |
| YTD | +15.3% | -8.9% | +24.2% | +18.1% |
| 1Y | +31.0% | +5.1% | +25.9% | +26.3% |
| 3Y | +45.4% | -10.3% | +55.7% | +46.2% |
| 5Y | +54.7% | -27.8% | +82.5% | +67.7% |
| 10Y | +98.2% | +203.6% | -105.4% | +18.1% |
| All | +615.0% | +56,727.1% | -56,112.0% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling