+144.3%
IWM vs DHR
+240.8%
-96.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | +2.8% | +2.6% | +0.2% | +1.6% |
| 30D | +0.6% | +4.2% | -3.6% | -1.2% |
| 3M | -7.8% | +13.0% | -20.8% | -13.0% |
| 6M | -1.0% | +40.2% | -41.1% | -16.3% |
| YTD | +13.9% | +2.0% | +11.9% | +11.1% |
| 1Y | +15.4% | +6.6% | +8.8% | +10.2% |
| 3Y | +70.2% | +19.9% | +50.3% | +48.5% |
| 5Y | +23.7% | -11.7% | +35.4% | +22.8% |
| All | +144.3% | +240.8% | -96.5% | +14.0% |
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