+1,845.3%
DHR vs TNA
+913.2%
+932.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.5% |
| 7D | -5.0% | -7.6% | +2.6% | -3.4% |
| 30D | -3.3% | -13.6% | +10.3% | -0.4% |
| 3M | +9.4% | +2.8% | +6.6% | +8.1% |
| 6M | +3.2% | +34.5% | -31.4% | -4.6% |
| YTD | -12.0% | +41.0% | -53.1% | -19.9% |
| 1Y | +4.9% | +52.0% | -47.1% | -6.9% |
| 3Y | -7.4% | +103.5% | -110.8% | -28.1% |
| 5Y | -29.8% | -22.5% | -7.2% | -38.8% |
| 10Y | +209.1% | +81.9% | +127.2% | +74.8% |
| All | +1,845.3% | +913.2% | +932.2% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling