-29.8%
DHR vs NTAP
+122.8%
-152.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -5.0% | -1.0% | -4.0% | -4.8% |
| 30D | -3.3% | -7.5% | +4.2% | -1.8% |
| 3M | +9.4% | +14.6% | -5.2% | +5.0% |
| 6M | +3.2% | +91.0% | -87.9% | -15.7% |
| YTD | -12.0% | +73.7% | -85.7% | -26.3% |
| 1Y | +4.9% | +51.2% | -46.3% | -8.6% |
| 3Y | -7.4% | +146.1% | -153.5% | -35.4% |
| 5Y | -29.8% | +122.8% | -152.6% | -52.7% |
| All | -29.8% | +122.8% | -152.5% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling