+203.8%
DHR vs TGT
+207.4%
-3.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -5.2% | +1.6% | -2.3% |
| 30D | -2.7% | +1.2% | -3.9% | -3.1% |
| 3M | +10.9% | +18.4% | -7.5% | +6.2% |
| 6M | +3.0% | +33.4% | -30.4% | -4.4% |
| YTD | -12.2% | +63.8% | -76.0% | -22.9% |
| 1Y | +3.3% | +77.2% | -73.9% | -11.3% |
| 3Y | -8.2% | +41.8% | -50.0% | -19.7% |
| 5Y | -29.9% | -25.5% | -4.4% | -30.0% |
| All | +203.8% | +207.4% | -3.6% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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