+210.2%
HD vs DHR
+209.6%
+0.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -1.8% | -2.4% | +0.6% | -0.7% |
| 30D | -10.8% | -2.2% | -8.7% | -10.1% |
| 3M | -2.7% | +9.0% | -11.6% | -7.3% |
| 6M | -10.3% | +3.5% | -13.8% | -12.7% |
| YTD | -7.8% | -10.1% | +2.3% | -4.4% |
| 1Y | -23.1% | +6.2% | -29.3% | -27.0% |
| 3Y | +2.0% | -5.4% | +7.4% | -0.9% |
| 5Y | +6.2% | -27.9% | +34.1% | +16.8% |
| 10Y | +210.2% | +215.7% | -5.6% | +46.7% |
| All | +210.2% | +209.6% | +0.6% | +46.7% |
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