+64.2%
T vs DHR
-28.4%
+92.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | +4.6% | -2.2% | +6.7% | +4.7% |
| 3M | +12.2% | +9.0% | +3.3% | +11.2% |
| 6M | -6.5% | +3.5% | -9.9% | -7.0% |
| YTD | +4.9% | -10.1% | +15.0% | +5.9% |
| 1Y | -10.5% | +6.2% | -16.7% | -11.7% |
| 3Y | +104.6% | -5.4% | +110.0% | +102.7% |
| 5Y | +64.2% | -27.9% | +92.1% | +59.1% |
| All | +64.2% | -28.4% | +92.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling