+214.8%
TER vs DHR
+4.1%
+210.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.7% |
| 7D | +9.4% | -5.0% | +14.4% | +8.8% |
| 30D | -2.4% | -3.3% | +0.9% | -2.6% |
| 3M | +6.5% | +9.4% | -2.9% | +4.3% |
| 6M | +23.2% | +3.2% | +20.0% | +22.6% |
| YTD | +91.5% | -12.0% | +103.5% | +94.3% |
| 1Y | +214.8% | +4.9% | +209.9% | +210.3% |
| All | +214.8% | +4.1% | +210.7% | +210.3% |
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