+62,539.0%
DHR vs TAP
+813.1%
+61,725.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.6% | -4.5% | +7.1% | +3.4% |
| 30D | +7.4% | +7.5% | -0.1% | +5.7% |
| 3M | +13.0% | -4.9% | +17.8% | +13.6% |
| 6M | +38.5% | -3.5% | +42.0% | +38.7% |
| YTD | +3.8% | -11.4% | +15.2% | +5.3% |
| 1Y | +12.6% | -10.8% | +23.4% | +14.1% |
| 3Y | +22.0% | -24.5% | +46.5% | +26.4% |
| 5Y | -9.5% | +2.5% | -12.0% | -12.2% |
| 10Y | +249.4% | -47.6% | +297.0% | +268.6% |
| All | +62,539.0% | +813.1% | +61,725.9% | +40,389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 all: compounded portfolio wealth divided by compounded TAP 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…
all analysis · Full analysis span regression · 6 months rolling