+126.0%
DHR vs TENB
-9.4%
+135.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +1.0% |
| 7D | -3.6% | -12.1% | +8.5% | -1.1% |
| 30D | -2.7% | -18.6% | +15.9% | +0.9% |
| 3M | +10.9% | +12.1% | -1.1% | +6.6% |
| 6M | +3.0% | +46.8% | -43.8% | -7.7% |
| YTD | -12.2% | +28.0% | -40.2% | -19.4% |
| 1Y | +3.3% | -1.4% | +4.7% | +0.4% |
| 3Y | -8.2% | -33.9% | +25.7% | -4.7% |
| 5Y | -29.9% | -34.6% | +4.7% | -30.1% |
| All | +126.0% | -9.4% | +135.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling