-29.8%
DHR vs TE
-49.6%
+19.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.9% |
| 7D | -5.0% | +0.9% | -5.9% | -5.0% |
| 30D | -3.3% | -16.3% | +12.9% | -2.8% |
| 3M | +9.4% | -40.8% | +50.2% | +10.8% |
| 6M | +3.2% | -42.6% | +45.8% | +3.5% |
| YTD | -12.0% | -31.4% | +19.4% | -13.1% |
| 1Y | +4.9% | +144.9% | -140.0% | -6.1% |
| 3Y | -7.4% | -26.0% | +18.7% | -12.6% |
| 5Y | -29.8% | -48.5% | +18.7% | -33.5% |
| All | -29.8% | -49.6% | +19.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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