+54,250.4%
DHR vs TGT
+6,311.1%
+47,939.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +0.2% | +9.5% | -9.3% | -2.5% |
| 3M | +12.1% | +32.3% | -20.2% | +3.1% |
| 6M | +5.4% | +37.0% | -31.6% | -4.2% |
| YTD | -10.0% | +71.0% | -81.0% | -23.6% |
| 1Y | +4.1% | +85.0% | -80.9% | -13.9% |
| 3Y | -5.2% | +46.8% | -52.0% | -19.1% |
| 5Y | -28.2% | -22.7% | -5.5% | -28.3% |
| 10Y | +208.4% | +216.3% | -7.9% | +92.8% |
| All | +54,250.4% | +6,311.1% | +47,939.2% | +12,314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling