+33,787.5%
HD vs DHR
+63,544.2%
-29,756.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | -0.5% | +2.6% | -3.1% | -1.5% |
| 30D | +18.5% | +4.2% | +14.3% | +16.4% |
| 3M | +2.2% | +13.0% | -10.9% | -3.2% |
| 6M | +13.8% | +40.2% | -26.3% | -1.7% |
| YTD | +3.4% | +2.0% | +1.4% | +1.1% |
| 1Y | -3.5% | +6.6% | -10.1% | -7.4% |
| 3Y | +29.0% | +19.9% | +9.1% | +15.0% |
| 5Y | +6.1% | -11.7% | +17.8% | +5.3% |
| 10Y | +242.3% | +240.6% | +1.7% | +96.9% |
| All | +33,787.5% | +63,544.2% | -29,756.7% | +3,122.4% |
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