-10.0%
DHR vs ATI
+959.5%
-969.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.0% |
| 7D | +1.2% | +4.2% | -2.9% | +0.5% |
| 30D | +3.7% | -2.5% | +6.2% | +3.9% |
| 3M | +14.5% | -19.4% | +33.9% | +18.3% |
| 6M | +40.9% | +11.1% | +29.8% | +36.0% |
| YTD | +2.4% | +59.5% | -57.1% | -8.5% |
| 1Y | +6.1% | +85.8% | -79.6% | -8.0% |
| 3Y | +21.0% | +311.9% | -290.9% | -13.6% |
| All | -10.0% | +959.5% | -969.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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