+203.8%
DHR vs TTWO
+406.5%
-202.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -2.7% | -11.3% | +8.6% | -0.2% |
| 3M | +10.9% | +1.6% | +9.3% | +10.1% |
| 6M | +3.0% | +2.1% | +1.0% | +1.9% |
| YTD | -12.2% | -15.8% | +3.6% | -9.6% |
| 1Y | +3.3% | -12.6% | +15.9% | +5.3% |
| 3Y | -8.2% | +48.2% | -56.4% | -18.7% |
| 5Y | -29.9% | +40.0% | -69.9% | -39.1% |
| All | +203.8% | +406.5% | -202.7% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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