+95.1%
META vs DHR
+18.6%
+76.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -15.4% | +5.4% | -20.8% | -16.5% |
| 3M | +3.5% | +15.3% | -11.8% | -0.4% |
| 6M | -0.3% | +32.1% | -32.4% | -8.0% |
| YTD | -7.3% | +1.2% | -8.5% | -8.3% |
| 1Y | -1.1% | +10.1% | -11.2% | -4.6% |
| 3Y | +95.1% | +19.9% | +75.2% | +85.7% |
| All | +95.1% | +18.6% | +76.5% | +85.7% |
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 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