+627.7%
GEV vs DHR
-16.9%
+644.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +3.2% | -2.4% | +5.6% | +3.6% |
| 30D | -4.0% | -2.2% | -1.9% | -3.7% |
| 3M | +3.4% | +9.0% | -5.5% | +0.8% |
| 6M | +14.7% | +3.5% | +11.2% | +13.1% |
| YTD | +45.8% | -10.1% | +55.9% | +50.0% |
| 1Y | +57.4% | +6.2% | +51.2% | +51.7% |
| All | +627.7% | -16.9% | +644.5% | +614.2% |
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