+19.9%
DHR vs TPR
+389.0%
-369.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -0.9% | +14.2% | -15.0% | -3.0% |
| 30D | +5.4% | +17.1% | -11.7% | +2.6% |
| 3M | +15.3% | -17.7% | +33.1% | +18.9% |
| 6M | +32.1% | -10.2% | +42.3% | +33.5% |
| YTD | +1.2% | +4.9% | -3.7% | -1.1% |
| 1Y | +10.1% | +36.1% | -26.0% | +2.2% |
| All | +19.9% | +389.0% | -369.2% | -19.6% |
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