-8.0%
DHR vs TW
+20.3%
-28.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -5.0% | -2.7% | -2.3% | -4.6% |
| 30D | -3.3% | -1.7% | -1.6% | -3.1% |
| 3M | +9.4% | +1.6% | +7.8% | +9.0% |
| 6M | +3.2% | -17.7% | +20.8% | +6.2% |
| YTD | -12.0% | -4.3% | -7.7% | -11.8% |
| 1Y | +4.9% | -13.1% | +18.0% | +7.0% |
| All | -8.0% | +20.3% | -28.3% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling