-7.1%
DHR vs TEM
+79.0%
-86.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.0% | +0.9% |
| 7D | +1.2% | -5.9% | +7.1% | +1.7% |
| 30D | +3.7% | +4.8% | -1.1% | +2.9% |
| 3M | +14.5% | +31.9% | -17.4% | +10.6% |
| 6M | +40.9% | +56.0% | -15.1% | +33.5% |
| YTD | +2.4% | +21.3% | -18.9% | -1.5% |
| 1Y | +6.1% | +5.4% | +0.7% | +3.1% |
| All | -7.1% | +79.0% | -86.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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