+152.0%
GE vs DHR
+242.1%
-90.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +2.7% | +1.2% | +1.4% | +2.2% |
| 30D | +8.1% | +3.7% | +4.4% | +6.6% |
| 3M | -7.9% | +14.5% | -22.3% | -13.0% |
| 6M | +12.9% | +40.9% | -28.0% | -2.7% |
| YTD | +8.2% | +2.4% | +5.8% | +5.7% |
| 1Y | +9.7% | +6.1% | +3.6% | +5.5% |
| 3Y | +266.1% | +21.0% | +245.1% | +224.7% |
| 5Y | +407.4% | -11.4% | +418.8% | +401.7% |
| All | +152.0% | +242.1% | -90.2% | +22.4% |
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