+203.8%
DHR vs TSEM
+1,313.0%
-1,109.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -3.6% | -4.9% | +1.2% | -3.0% |
| 30D | -2.7% | -18.7% | +16.0% | -0.4% |
| 3M | +10.9% | -18.1% | +29.1% | +11.8% |
| 6M | +3.0% | +77.1% | -74.1% | -10.2% |
| YTD | -12.2% | +80.1% | -92.3% | -24.4% |
| 1Y | +3.3% | +220.4% | -217.1% | -20.4% |
| 3Y | -8.2% | +650.1% | -658.3% | -41.7% |
| 5Y | -29.9% | +628.9% | -658.8% | -56.3% |
| All | +203.8% | +1,313.0% | -1,109.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling