+215.7%
DHR vs TPR
+299.5%
-83.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.4% |
| 7D | -2.4% | -7.3% | +4.9% | -1.1% |
| 30D | -2.2% | -30.7% | +28.6% | +3.9% |
| 3M | +9.0% | -21.6% | +30.6% | +13.0% |
| 6M | +3.5% | -21.3% | +24.8% | +7.0% |
| YTD | -10.1% | -10.2% | 0.0% | -9.4% |
| 1Y | +6.2% | +9.5% | -3.3% | +3.0% |
| 3Y | -5.4% | +280.8% | -286.2% | -27.9% |
| 5Y | -27.9% | +218.7% | -246.6% | -44.7% |
| 10Y | +215.7% | +306.7% | -90.9% | +113.4% |
| All | +215.7% | +299.5% | -83.7% | +113.4% |
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