+147.8%
GE vs DHR
+210.0%
-62.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -2.8% | -5.0% | +2.2% | -0.9% |
| 30D | -11.9% | -3.3% | -8.6% | -11.0% |
| 3M | +1.8% | +9.4% | -7.6% | -2.8% |
| 6M | -0.6% | +3.2% | -3.8% | -2.8% |
| YTD | +5.5% | -12.0% | +17.6% | +9.6% |
| 1Y | +15.0% | +4.9% | +10.1% | +10.5% |
| 3Y | +269.5% | -7.4% | +276.9% | +265.2% |
| 5Y | +422.4% | -29.8% | +452.2% | +468.0% |
| All | +147.8% | +210.0% | -62.2% | +25.3% |
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 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