+123.6%
HOOD vs DHR
-8.0%
+131.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | -3.8% | +1.2% | -5.0% | -4.5% |
| 30D | -23.0% | +3.7% | -26.7% | -24.4% |
| 3M | -21.6% | +14.5% | -36.1% | -27.5% |
| 6M | +1.4% | +40.9% | -39.5% | -19.9% |
| YTD | -31.2% | +2.4% | -33.6% | -33.0% |
| 1Y | -35.9% | +6.1% | -42.1% | -39.4% |
| 3Y | +836.9% | +21.0% | +815.9% | +645.9% |
| 5Y | +121.1% | -11.4% | +132.5% | +108.7% |
| All | +123.6% | -8.0% | +131.6% | +92.4% |
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 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