-28.2%
DHR vs THC
+248.0%
-276.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -0.8% | -2.6% | +1.7% | -0.4% |
| 30D | +0.2% | -1.2% | +1.4% | +0.4% |
| 3M | +12.1% | +58.9% | -46.9% | +2.1% |
| 6M | +5.4% | +9.3% | -3.9% | +2.9% |
| YTD | -10.0% | +30.4% | -40.3% | -15.5% |
| 1Y | +4.1% | +34.6% | -30.5% | -3.4% |
| 3Y | -5.2% | +246.7% | -251.8% | -30.7% |
| 5Y | -28.2% | +244.5% | -272.8% | -49.5% |
| All | -28.2% | +248.0% | -276.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling