-8.2%
DHR vs NTRS
+168.2%
-176.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.6% | +1.4% | -5.0% | -4.1% |
| 30D | -2.7% | -0.7% | -2.1% | -2.6% |
| 3M | +10.9% | +11.3% | -0.4% | +6.5% |
| 6M | +3.0% | +35.5% | -32.5% | -8.0% |
| YTD | -12.2% | +40.6% | -52.8% | -23.0% |
| 1Y | +3.3% | +49.2% | -45.9% | -11.6% |
| 3Y | -8.2% | +167.2% | -175.4% | -40.4% |
| All | -8.2% | +168.2% | -176.4% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling