-8.2%
DHR vs TNA
+101.9%
-110.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.6% | -7.3% | +3.6% | -2.2% |
| 30D | -2.7% | -14.2% | +11.4% | +0.1% |
| 3M | +10.9% | -4.6% | +15.5% | +11.4% |
| 6M | +3.0% | +36.9% | -33.9% | -5.2% |
| YTD | -12.2% | +42.5% | -54.8% | -20.3% |
| 1Y | +3.3% | +45.8% | -42.5% | -7.6% |
| 3Y | -8.2% | +104.7% | -112.9% | -30.9% |
| All | -8.2% | +101.9% | -110.1% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling