+79.0%
DHR vs TW
+206.7%
-127.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.6% | -4.5% | +0.9% | -2.4% |
| 30D | -2.7% | -2.3% | -0.5% | -2.2% |
| 3M | +10.9% | +2.6% | +8.3% | +9.6% |
| 6M | +3.0% | -17.5% | +20.6% | +8.0% |
| YTD | -12.2% | -5.3% | -6.9% | -11.9% |
| 1Y | +3.3% | -14.8% | +18.1% | +6.7% |
| 3Y | -8.2% | +18.8% | -27.0% | -16.3% |
| 5Y | -29.9% | +20.7% | -50.6% | -38.0% |
| All | +79.0% | +206.7% | -127.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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