+375.1%
META vs DHR
+207.8%
+167.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.1% |
| 7D | +6.0% | -0.8% | +6.9% | +6.5% |
| 30D | +3.6% | +0.2% | +3.4% | +3.3% |
| 3M | +4.9% | +12.1% | -7.2% | -2.3% |
| 6M | -4.7% | +5.4% | -10.1% | -8.7% |
| YTD | -6.9% | -10.0% | +3.1% | -3.5% |
| 1Y | -18.2% | +4.1% | -22.3% | -22.6% |
| 3Y | +107.8% | -5.2% | +112.9% | +97.8% |
| 5Y | +63.9% | -28.2% | +92.1% | +82.5% |
| 10Y | +375.1% | +208.4% | +166.7% | +118.2% |
| All | +375.1% | +207.8% | +167.3% | +118.2% |
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 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