+4.1%
DHR vs TPR
+12.7%
-8.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.7% |
| 7D | -0.8% | -3.4% | +2.5% | -0.4% |
| 30D | +0.2% | -27.3% | +27.5% | +4.6% |
| 3M | +12.1% | -16.2% | +28.3% | +14.2% |
| 6M | +5.4% | -17.9% | +23.3% | +7.3% |
| YTD | -10.0% | -7.1% | -2.9% | -10.0% |
| 1Y | +4.1% | +13.6% | -9.5% | -0.5% |
| All | +4.1% | +12.7% | -8.6% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling