+83.5%
DHR vs TW
+211.4%
-127.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | -0.8% | -3.5% | +2.7% | +0.1% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +12.1% | +4.9% | +7.1% | +10.0% |
| 6M | +5.4% | -17.1% | +22.5% | +10.3% |
| YTD | -10.0% | -3.9% | -6.1% | -10.0% |
| 1Y | +4.1% | -13.3% | +17.3% | +7.0% |
| 3Y | -5.2% | +20.9% | -26.1% | -13.9% |
| 5Y | -28.2% | +20.5% | -48.7% | -36.5% |
| All | +83.5% | +211.4% | -127.9% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling