+249.4%
DHR vs TPR
+386.9%
-137.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +2.6% | +12.1% | -9.5% | +0.6% |
| 30D | +7.4% | +16.7% | -9.3% | +4.5% |
| 3M | +13.0% | -17.4% | +30.4% | +16.1% |
| 6M | +38.5% | +2.3% | +36.2% | +36.9% |
| YTD | +3.8% | +7.1% | -3.4% | +1.2% |
| 1Y | +12.6% | +29.5% | -16.9% | +6.1% |
| 3Y | +22.0% | +415.0% | -393.1% | -11.9% |
| 5Y | -9.5% | +261.5% | -271.0% | -32.2% |
| 10Y | +249.4% | +383.3% | -133.9% | +132.5% |
| All | +249.4% | +386.9% | -137.5% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling