+1,802.9%
TER vs DHR
+210.0%
+1,592.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.3% |
| 7D | +9.4% | -5.0% | +14.4% | +12.7% |
| 30D | -2.4% | -3.3% | +0.9% | -0.9% |
| 3M | +6.5% | +9.4% | -2.9% | -3.1% |
| 6M | +23.2% | +3.2% | +20.0% | +15.8% |
| YTD | +91.5% | -12.0% | +103.5% | +99.6% |
| 1Y | +214.8% | +4.9% | +209.9% | +187.3% |
| 3Y | +275.3% | -7.4% | +282.7% | +262.9% |
| 5Y | +211.9% | -29.8% | +241.7% | +261.2% |
| All | +1,802.9% | +210.0% | +1,592.9% | +686.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling