-23.9%
HD vs DHR
+4.1%
-28.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -3.9% | -5.0% | +1.1% | -2.7% |
| 30D | -13.1% | -3.3% | -9.8% | -12.5% |
| 3M | -3.4% | +9.4% | -12.9% | -6.1% |
| 6M | -12.6% | +3.2% | -15.7% | -14.3% |
| YTD | -9.2% | -12.0% | +2.8% | -9.2% |
| 1Y | -23.9% | +4.9% | -28.8% | -24.1% |
| All | -23.9% | +4.1% | -28.0% | -24.1% |
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