+13,245.4%
GOOG vs DHR
+1,913.0%
+11,332.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.5% |
| 7D | -2.5% | -5.0% | +2.5% | -0.5% |
| 30D | -3.6% | -3.3% | -0.3% | -2.4% |
| 3M | -6.4% | +9.4% | -15.9% | -11.0% |
| 6M | +7.8% | +3.2% | +4.6% | +4.7% |
| YTD | +5.5% | -12.0% | +17.5% | +9.3% |
| 1Y | +38.3% | +4.9% | +33.4% | +32.0% |
| 3Y | +143.1% | -7.4% | +150.4% | +137.2% |
| 5Y | +135.0% | -29.8% | +164.8% | +155.5% |
| 10Y | +778.1% | +209.1% | +569.0% | +410.9% |
| All | +13,245.4% | +1,913.0% | +11,332.4% | +2,259.0% |
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