+558.6%
QQQ vs DHR
+209.4%
+349.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.6% | -3.6% | +3.1% | +1.1% |
| 30D | -1.2% | -2.7% | +1.5% | -0.1% |
| 3M | -0.2% | +10.9% | -11.1% | -6.4% |
| 6M | +17.9% | +3.0% | +14.9% | +13.9% |
| YTD | +16.6% | -12.2% | +28.8% | +21.7% |
| 1Y | +23.0% | +3.3% | +19.7% | +17.0% |
| 3Y | +92.9% | -8.2% | +101.2% | +87.1% |
| 5Y | +95.6% | -29.9% | +125.5% | +117.5% |
| All | +558.6% | +209.4% | +349.1% | +201.5% |
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