+3.1%
HD vs DHR
-7.4%
+10.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -11.1% | +0.2% | -11.4% | -11.3% |
| 3M | +2.0% | +12.1% | -10.0% | -2.0% |
| 6M | -10.5% | +5.4% | -15.9% | -12.5% |
| YTD | -6.9% | -10.0% | +3.1% | -4.8% |
| 1Y | -23.2% | +4.1% | -27.3% | -25.1% |
| 3Y | +3.1% | -5.2% | +8.3% | -1.3% |
| All | +3.1% | -7.4% | +10.5% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling