+252.1%
INTC vs DHR
+209.4%
+42.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | -3.6% | +11.1% | +9.4% |
| 30D | +2.0% | -2.7% | +4.7% | +3.0% |
| 3M | -12.0% | +10.9% | -22.9% | -18.9% |
| 6M | +114.5% | +3.0% | +111.5% | +104.2% |
| YTD | +179.0% | -12.2% | +191.2% | +190.8% |
| 1Y | +318.3% | +3.3% | +315.0% | +293.0% |
| 3Y | +171.2% | -8.2% | +179.4% | +165.5% |
| 5Y | +107.6% | -29.9% | +137.5% | +133.6% |
| All | +252.1% | +209.4% | +42.7% | +51.4% |
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