+199.8%
TER vs DHR
+5.2%
+194.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.3% |
| 7D | +0.6% | -3.9% | +4.5% | +0.2% |
| 30D | -8.3% | +4.0% | -12.3% | -7.8% |
| 3M | -12.2% | +11.5% | -23.7% | -13.4% |
| 6M | +17.0% | +1.9% | +15.2% | +18.0% |
| YTD | +84.6% | -8.9% | +93.5% | +88.6% |
| 1Y | +199.8% | +5.1% | +194.7% | +197.0% |
| All | +199.8% | +5.2% | +194.6% | +197.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling