-27.9%
DHR vs TRV
+157.5%
-185.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -5.0% | -1.5% | -3.5% | -4.6% |
| 30D | -3.3% | -1.8% | -1.5% | -2.9% |
| 3M | +9.4% | +21.6% | -12.1% | +3.4% |
| 6M | +3.2% | +22.5% | -19.3% | -2.8% |
| YTD | -12.0% | +28.1% | -40.2% | -18.3% |
| 1Y | +4.9% | +37.0% | -32.1% | -4.4% |
| 3Y | -7.4% | +141.9% | -149.2% | -28.8% |
| All | -27.9% | +157.5% | -185.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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