+309.6%
IVV vs DHR
+253.6%
+56.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +1.5% |
| 7D | +0.1% | +3.1% | -3.0% | -1.1% |
| 30D | -3.3% | +7.0% | -10.3% | -5.9% |
| 3M | -2.4% | +15.0% | -17.4% | -8.1% |
| 6M | +2.6% | +37.9% | -35.3% | -11.6% |
| YTD | +11.3% | +3.3% | +8.0% | +8.1% |
| 1Y | +13.4% | +12.8% | +0.6% | +5.8% |
| 3Y | +80.3% | +22.4% | +57.9% | +55.1% |
| 5Y | +72.7% | -9.1% | +81.8% | +68.2% |
| 10Y | +309.6% | +247.9% | +61.7% | +92.4% |
| All | +309.6% | +253.6% | +56.0% | +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