+165.3%
IWM vs DHR
+210.0%
-44.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -2.5% | -5.0% | +2.4% | -0.3% |
| 30D | -4.4% | -3.3% | -1.1% | -3.1% |
| 3M | +2.2% | +9.4% | -7.2% | -3.0% |
| 6M | +14.0% | +3.2% | +10.9% | +10.6% |
| YTD | +17.4% | -12.0% | +29.4% | +22.5% |
| 1Y | +22.9% | +4.9% | +18.1% | +17.1% |
| 3Y | +62.1% | -7.4% | +69.4% | +59.7% |
| 5Y | +38.2% | -29.8% | +67.9% | +52.6% |
| All | +165.3% | +210.0% | -44.8% | +29.7% |
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