+1,855.0%
VRT vs DHR
+172.6%
+1,682.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -17.7% | +2.6% | -20.3% | -18.5% |
| 30D | -20.0% | +7.4% | -27.4% | -22.3% |
| 3M | -28.1% | +13.0% | -41.0% | -32.1% |
| 6M | -42.8% | +38.5% | -81.3% | -52.2% |
| YTD | +20.0% | +3.8% | +16.2% | +15.9% |
| 1Y | +3.5% | +12.6% | -9.1% | -4.3% |
| 3Y | +366.1% | +22.0% | +344.1% | +291.3% |
| 5Y | +632.2% | -9.5% | +641.7% | +622.0% |
| All | +1,855.0% | +172.6% | +1,682.4% | +1,238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling