+66.9%
T vs DHR
+210.0%
-143.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -2.4% | -5.0% | +2.5% | -1.5% |
| 30D | +4.3% | -3.3% | +7.6% | +4.9% |
| 3M | +11.6% | +9.4% | +2.1% | +9.1% |
| 6M | -5.6% | +3.2% | -8.7% | -6.9% |
| YTD | +6.6% | -12.0% | +18.6% | +8.6% |
| 1Y | -8.4% | +4.9% | -13.3% | -10.7% |
| 3Y | +107.8% | -7.4% | +115.2% | +104.5% |
| 5Y | +68.3% | -29.8% | +98.0% | +76.5% |
| All | +66.9% | +210.0% | -143.1% | +5.8% |
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 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