-6.0%
DHR vs NTAP
+146.1%
-152.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -2.4% | +2.2% | -4.6% | -2.7% |
| 30D | -2.2% | -7.0% | +4.9% | -1.2% |
| 3M | +9.0% | +12.3% | -3.4% | +6.3% |
| 6M | +3.5% | +85.1% | -81.6% | -10.3% |
| YTD | -10.1% | +74.8% | -84.9% | -21.3% |
| 1Y | +6.2% | +52.7% | -46.5% | -4.2% |
| All | -6.0% | +146.1% | -152.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling