-28.2%
DHR vs TPR
+230.0%
-258.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.4% |
| 7D | -0.8% | -3.4% | +2.5% | -0.2% |
| 30D | +0.2% | -27.3% | +27.5% | +6.4% |
| 3M | +12.1% | -16.2% | +28.3% | +15.3% |
| 6M | +5.4% | -17.9% | +23.3% | +8.5% |
| YTD | -10.0% | -7.1% | -2.9% | -9.9% |
| 1Y | +4.1% | +13.6% | -9.5% | -0.6% |
| 3Y | -5.2% | +293.7% | -298.9% | -33.5% |
| 5Y | -28.2% | +239.1% | -267.3% | -50.2% |
| All | -28.2% | +230.0% | -258.2% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling