+245.3%
HD vs DHR
+245.3%
-0.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.2% | +0.2% | -1.3% | -1.3% |
| 30D | +20.9% | +6.4% | +14.5% | +17.4% |
| 3M | -0.2% | +13.6% | -13.8% | -6.2% |
| 6M | +14.5% | +41.9% | -27.4% | -3.8% |
| YTD | +4.3% | +3.4% | +0.9% | +1.2% |
| 1Y | -3.5% | +9.9% | -13.3% | -9.2% |
| 3Y | +30.1% | +21.6% | +8.6% | +11.8% |
| 5Y | +8.5% | -10.6% | +19.1% | +7.1% |
| 10Y | +245.3% | +245.2% | +0.1% | +62.8% |
| All | +245.3% | +245.3% | -0.1% | +62.8% |
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