+225.5%
HOOD vs DHR
-21.0%
+246.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.4% |
| 7D | -9.1% | -5.0% | -4.2% | -6.3% |
| 30D | +20.1% | -3.3% | +23.4% | +22.8% |
| 3M | +31.2% | +9.4% | +21.8% | +21.2% |
| 6M | +44.3% | +3.2% | +41.2% | +38.6% |
| YTD | +0.2% | -12.0% | +12.2% | +6.7% |
| 1Y | -3.5% | +4.9% | -8.4% | -10.5% |
| 3Y | +955.2% | -7.4% | +962.6% | +910.2% |
| 5Y | +175.3% | -29.8% | +205.0% | +193.2% |
| All | +225.5% | -21.0% | +246.5% | +206.6% |
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