+878.4%
MSFT vs DHR
+209.4%
+668.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.8% | -3.6% | +2.8% | +1.0% |
| 30D | +0.8% | -2.7% | +3.6% | +2.0% |
| 3M | +27.2% | +10.9% | +16.3% | +19.3% |
| 6M | +22.9% | +3.0% | +19.9% | +19.1% |
| YTD | +3.1% | -12.2% | +15.3% | +8.2% |
| 1Y | -0.3% | +3.3% | -3.6% | -5.2% |
| 3Y | +50.1% | -8.2% | +58.3% | +44.2% |
| 5Y | +74.6% | -29.9% | +104.5% | +96.4% |
| All | +878.4% | +209.4% | +668.9% | +307.9% |
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