+404.3%
META vs DHR
+251.7%
+152.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.3% |
| 30D | -15.4% | +5.4% | -20.8% | -17.6% |
| 3M | +3.5% | +15.3% | -11.8% | -4.0% |
| 6M | -0.3% | +32.1% | -32.4% | -14.8% |
| YTD | -7.3% | +1.2% | -8.5% | -9.6% |
| 1Y | -1.1% | +10.1% | -11.2% | -8.0% |
| 3Y | +95.1% | +19.9% | +75.2% | +63.1% |
| 5Y | +80.6% | -8.8% | +89.4% | +76.4% |
| All | +404.3% | +251.7% | +152.5% | +114.7% |
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