+444.1%
META vs DHR
+246.5%
+197.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +3.3% | +2.6% | +0.7% | +2.0% |
| 30D | -10.8% | +7.4% | -18.2% | -13.9% |
| 3M | +7.9% | +13.0% | -5.1% | +1.2% |
| 6M | +5.4% | +38.5% | -33.1% | -12.1% |
| YTD | -2.6% | +3.8% | -6.3% | -6.1% |
| 1Y | +1.9% | +12.6% | -10.8% | -6.3% |
| 3Y | +97.0% | +22.0% | +75.0% | +63.4% |
| 5Y | +97.6% | -9.5% | +107.2% | +94.7% |
| All | +444.1% | +246.5% | +197.5% | +134.3% |
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