+3,329.8%
DHR vs TECK
+2,265.7%
+1,064.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -1.7% |
| 7D | -0.8% | +7.8% | -8.6% | -1.8% |
| 30D | +0.2% | +8.3% | -8.0% | -0.9% |
| 3M | +12.1% | +16.1% | -4.0% | +9.4% |
| 6M | +5.4% | +42.9% | -37.4% | -0.4% |
| YTD | -10.0% | +50.8% | -60.7% | -15.8% |
| 1Y | +4.1% | +106.1% | -102.0% | -7.1% |
| 3Y | -5.2% | +84.0% | -89.2% | -15.4% |
| 5Y | -28.2% | +223.5% | -251.7% | -42.0% |
| 10Y | +208.4% | +378.1% | -169.7% | +116.3% |
| All | +3,329.8% | +2,265.7% | +1,064.0% | +1,844.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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