+40.6%
GLW vs DHR
+11.6%
+29.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -5.6% |
| 7D | -9.5% | +0.4% | -9.8% | -9.4% |
| 30D | -25.5% | +6.2% | -31.7% | -24.7% |
| 3M | -25.6% | +20.8% | -46.4% | -23.4% |
| 6M | -25.5% | +35.5% | -61.0% | -25.6% |
| YTD | +36.4% | +3.2% | +33.1% | +52.4% |
| 1Y | +40.6% | +10.7% | +29.9% | +58.9% |
| All | +40.6% | +11.6% | +29.0% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling