-6.5%
DHR vs TPR
+308.4%
-314.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.9% | -2.3% | -1.6% | -3.5% |
| 30D | +4.0% | -23.0% | +27.0% | +8.6% |
| 3M | +11.5% | -12.5% | +24.0% | +13.4% |
| 6M | +1.9% | -21.4% | +23.3% | +5.4% |
| YTD | -8.9% | -3.5% | -5.4% | -9.6% |
| 1Y | +5.1% | +17.4% | -12.2% | +0.2% |
| All | -6.5% | +308.4% | -314.9% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling