+54,149.7%
DHR vs DTE
+3,490.3%
+50,659.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.2% | -0.5% | -1.6% | -2.0% |
| 3M | +9.0% | -6.0% | +15.0% | +11.3% |
| 6M | +3.5% | -7.2% | +10.7% | +5.9% |
| YTD | -10.1% | +7.2% | -17.3% | -12.9% |
| 1Y | +6.2% | +4.1% | +2.1% | +3.9% |
| 3Y | -5.4% | +46.9% | -52.2% | -19.1% |
| 5Y | -27.9% | +32.9% | -60.8% | -36.3% |
| 10Y | +215.7% | +144.5% | +71.2% | +114.1% |
| All | +54,149.7% | +3,490.3% | +50,659.5% | +14,455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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