+476.5%
V vs DHR
+240.8%
+235.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | +0.1% |
| 7D | -0.4% | +2.6% | -2.9% | -1.4% |
| 30D | +6.3% | +4.2% | +2.1% | +4.4% |
| 3M | +17.2% | +13.0% | +4.1% | +10.8% |
| 6M | +29.2% | +40.2% | -10.9% | +10.5% |
| YTD | +20.8% | +2.0% | +18.8% | +18.0% |
| 1Y | +25.0% | +6.6% | +18.4% | +19.6% |
| 3Y | +75.3% | +19.9% | +55.3% | +50.9% |
| 5Y | +105.8% | -11.7% | +117.6% | +102.2% |
| All | +476.5% | +240.8% | +235.7% | +136.0% |
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