-10.0%
DHR vs NTAP
+124.7%
-134.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | +1.2% | +7.2% | -6.0% | -0.4% |
| 30D | +3.7% | -18.4% | +22.1% | +8.0% |
| 3M | +14.5% | -11.3% | +25.8% | +16.5% |
| 6M | +40.9% | +53.8% | -12.8% | +21.8% |
| YTD | +2.4% | +72.0% | -69.6% | -15.0% |
| 1Y | +6.1% | +68.0% | -61.9% | -11.3% |
| 3Y | +21.0% | +149.5% | -128.5% | -17.7% |
| All | -10.0% | +124.7% | -134.7% | -40.0% |
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