-27.9%
DHR vs TXT
+13.4%
-41.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -2.2% | -10.4% | +8.3% | +2.2% |
| 3M | +9.0% | -14.3% | +23.3% | +15.4% |
| 6M | +3.5% | -15.1% | +18.6% | +9.7% |
| YTD | -10.1% | -8.3% | -1.8% | -8.1% |
| 1Y | +6.2% | -0.7% | +6.9% | +4.7% |
| 3Y | -5.4% | +6.0% | -11.3% | -10.9% |
| 5Y | -27.9% | +12.5% | -40.4% | -36.6% |
| All | -27.9% | +13.4% | -41.3% | -36.6% |
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