+1,057.8%
TER vs DHR
+240.8%
+816.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | 0.0% |
| 7D | +24.0% | +2.6% | +21.4% | +22.3% |
| 30D | -30.6% | +4.2% | -34.8% | -32.1% |
| 3M | -34.5% | +13.0% | -47.5% | -39.4% |
| 6M | -26.4% | +40.2% | -66.5% | -42.8% |
| YTD | +36.4% | +2.0% | +34.4% | +30.2% |
| 1Y | +47.4% | +6.6% | +40.8% | +36.3% |
| 3Y | +202.6% | +19.9% | +182.6% | +147.9% |
| 5Y | +83.9% | -11.7% | +95.6% | +84.3% |
| All | +1,057.8% | +240.8% | +816.9% | +332.0% |
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 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