+500.6%
F vs DHR
+64,627.0%
-64,126.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -0.2% | +2.6% | -2.9% | -1.3% |
| 30D | +0.9% | +7.4% | -6.5% | -2.1% |
| 3M | -11.3% | +13.0% | -24.3% | -16.0% |
| 6M | +2.0% | +38.5% | -36.5% | -11.8% |
| YTD | -3.2% | +3.8% | -6.9% | -6.3% |
| 1Y | -3.5% | +12.6% | -16.1% | -9.7% |
| 3Y | +48.1% | +22.0% | +26.1% | +31.0% |
| 5Y | -13.5% | -9.5% | -4.0% | -14.4% |
| 10Y | +72.2% | +249.4% | -177.2% | -3.4% |
| All | +500.6% | +64,627.0% | -64,126.4% | -30.3% |
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 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