+311.2%
SPY vs DHR
+210.0%
+101.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | -2.0% | -5.0% | +3.0% | 0.0% |
| 30D | -1.7% | -3.3% | +1.7% | -0.5% |
| 3M | +4.7% | +9.4% | -4.7% | -0.3% |
| 6M | +12.5% | +3.2% | +9.4% | +9.3% |
| YTD | +11.7% | -12.0% | +23.8% | +16.1% |
| 1Y | +17.5% | +4.9% | +12.6% | +12.0% |
| 3Y | +76.6% | -7.4% | +83.9% | +72.0% |
| 5Y | +82.0% | -29.8% | +111.8% | +99.2% |
| All | +311.2% | +210.0% | +101.2% | +105.4% |
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