+72.3%
MSFT vs DHR
-28.4%
+100.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.2% |
| 30D | -2.7% | -2.2% | -0.5% | -2.0% |
| 3M | +22.1% | +9.0% | +13.2% | +17.7% |
| 6M | +20.6% | +3.5% | +17.1% | +18.1% |
| YTD | +2.3% | -10.1% | +12.4% | +5.3% |
| 1Y | -0.5% | +6.2% | -6.7% | -4.8% |
| 3Y | +50.5% | -5.4% | +55.9% | +44.5% |
| 5Y | +72.3% | -27.9% | +100.2% | +87.8% |
| All | +72.3% | -28.4% | +100.7% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling