+62.5%
T vs DHR
+242.1%
-179.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | +1.2% | +1.3% | +2.3% |
| 30D | -3.8% | +3.7% | -7.5% | -4.6% |
| 3M | -8.7% | +14.5% | -23.2% | -11.4% |
| 6M | -8.1% | +40.9% | -49.0% | -14.9% |
| YTD | -6.4% | +2.4% | -8.8% | -7.6% |
| 1Y | -9.8% | +6.1% | -15.9% | -11.7% |
| 3Y | +65.5% | +21.0% | +44.5% | +52.6% |
| 5Y | +57.0% | -11.4% | +68.4% | +55.3% |
| All | +62.5% | +242.1% | -179.6% | -0.1% |
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