+107.3%
META vs DHR
-10.6%
+117.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +6.7% | -3.9% | +10.6% | +7.7% |
| 30D | +4.8% | +4.0% | +0.7% | +3.6% |
| 3M | -1.6% | +11.5% | -13.1% | -4.8% |
| 6M | -7.5% | +1.9% | -9.3% | -8.5% |
| YTD | -6.4% | -8.9% | +2.5% | -4.9% |
| 1Y | -17.3% | +5.1% | -22.5% | -19.8% |
| All | +107.3% | -10.6% | +117.9% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling