-1.8%
MA vs DHR
+4.1%
-5.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -3.5% | -5.0% | +1.5% | -2.6% |
| 30D | +0.7% | -3.3% | +4.0% | +1.3% |
| 3M | +15.8% | +9.4% | +6.4% | +13.4% |
| 6M | +10.2% | +3.2% | +7.1% | +8.9% |
| YTD | -0.5% | -12.0% | +11.6% | +0.5% |
| 1Y | -1.8% | +4.9% | -6.7% | -3.2% |
| All | -1.8% | +4.1% | -5.9% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling