-9.1%
DHR vs THC
+262.3%
-271.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.7% |
| 7D | +3.1% | +7.5% | -4.3% | +1.7% |
| 30D | +7.0% | +9.6% | -2.6% | +5.0% |
| 3M | +15.0% | +10.3% | +4.8% | +12.7% |
| 6M | +37.9% | +51.8% | -13.9% | +26.1% |
| YTD | +3.3% | +45.4% | -42.1% | -5.3% |
| 1Y | +12.8% | +40.8% | -28.0% | +3.8% |
| 3Y | +22.4% | +448.8% | -426.4% | -20.2% |
| 5Y | -9.1% | +263.4% | -272.5% | -37.7% |
| All | -9.1% | +262.3% | -271.4% | -37.7% |
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