+629.3%
ON vs DHR
+209.4%
+419.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.4% | -3.6% | +6.0% | +5.0% |
| 30D | -8.6% | -2.7% | -5.9% | -7.2% |
| 3M | -34.3% | +10.9% | -45.3% | -41.2% |
| 6M | +28.5% | +3.0% | +25.5% | +20.0% |
| YTD | +40.6% | -12.2% | +52.8% | +48.5% |
| 1Y | +55.3% | +3.3% | +52.0% | +42.3% |
| 3Y | -22.2% | -8.2% | -14.0% | -24.2% |
| 5Y | +62.4% | -29.9% | +92.3% | +94.9% |
| All | +629.3% | +209.4% | +419.9% | +164.3% |
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