+7.4%
DHR vs NTRS
+37.4%
-30.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | +0.1% | -2.8% |
| 7D | -4.5% | -0.9% | -3.6% | -4.2% |
| 30D | +5.0% | +1.1% | +3.8% | +4.8% |
| 3M | +13.6% | -6.6% | +20.2% | +14.7% |
| 6M | +30.1% | +7.1% | +23.1% | +25.4% |
| YTD | -0.5% | +27.4% | -27.9% | -10.7% |
| 1Y | +7.4% | +36.5% | -29.1% | -4.7% |
| All | +7.4% | +37.4% | -30.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling