+67.5%
MA vs DHR
-28.0%
+95.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | -1.8% | -0.8% | -0.9% | -1.5% |
| 30D | +1.4% | +0.2% | +1.2% | +1.2% |
| 3M | +17.7% | +12.1% | +5.7% | +12.8% |
| 6M | +9.7% | +5.4% | +4.2% | +6.9% |
| YTD | +0.5% | -10.0% | +10.5% | +3.1% |
| 1Y | -2.1% | +4.1% | -6.2% | -4.9% |
| 3Y | +40.1% | -5.2% | +45.3% | +35.7% |
| 5Y | +67.5% | -28.2% | +95.7% | +66.2% |
| All | +67.5% | -28.0% | +95.5% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling