+1,628.8%
T vs DHR
+64,407.7%
-62,778.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | -1.0% | +6.4% | -7.4% | -2.4% |
| 3M | -8.1% | +13.6% | -21.8% | -10.9% |
| 6M | -8.3% | +41.9% | -50.1% | -15.5% |
| YTD | -6.1% | +3.4% | -9.5% | -7.9% |
| 1Y | -7.4% | +9.9% | -17.2% | -10.4% |
| 3Y | +65.4% | +21.6% | +43.9% | +53.5% |
| 5Y | +57.6% | -10.6% | +68.2% | +54.2% |
| 10Y | +61.4% | +245.2% | -183.8% | +14.7% |
| All | +1,628.8% | +64,407.7% | -62,778.9% | +414.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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