+89.2%
TER vs DHR
-10.4%
+99.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.5% |
| 7D | +5.9% | +0.2% | +5.7% | +6.2% |
| 30D | -30.8% | +6.4% | -37.1% | -32.6% |
| 3M | -29.9% | +13.6% | -43.6% | -34.4% |
| 6M | -27.5% | +41.9% | -69.3% | -42.0% |
| YTD | +37.5% | +3.4% | +34.1% | +32.6% |
| 1Y | +50.3% | +9.9% | +40.4% | +39.3% |
| 3Y | +204.9% | +21.6% | +183.3% | +153.7% |
| 5Y | +89.2% | -10.6% | +99.8% | +86.0% |
| All | +89.2% | -10.4% | +99.5% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling