-10.6%
DHR vs TXT
+14.6%
-25.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | +6.4% | +13.4% | -7.0% | +0.8% |
| 3M | +13.6% | -2.5% | +16.2% | +14.3% |
| 6M | +41.9% | -6.2% | +48.1% | +44.2% |
| YTD | +3.4% | -1.3% | +4.8% | +2.2% |
| 1Y | +9.9% | +4.3% | +5.5% | +5.9% |
| 3Y | +21.6% | +13.2% | +8.3% | +10.5% |
| 5Y | -10.6% | +12.4% | -23.0% | -24.6% |
| All | -10.6% | +14.6% | -25.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling