+43.2%
TER vs DHR
+11.6%
+31.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -6.5% |
| 7D | -19.9% | +0.4% | -20.2% | -19.8% |
| 30D | -43.5% | +6.2% | -49.7% | -42.8% |
| 3M | -37.8% | +20.8% | -58.6% | -35.2% |
| 6M | -25.6% | +35.5% | -61.1% | -26.0% |
| YTD | +29.8% | +3.2% | +26.6% | +34.5% |
| 1Y | +43.2% | +10.7% | +32.5% | +54.6% |
| All | +43.2% | +11.6% | +31.6% | +54.6% |
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