+219.1%
TER vs DHR
-28.0%
+247.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.8% |
| 7D | +11.0% | -0.8% | +11.8% | +11.3% |
| 30D | -1.9% | +0.2% | -2.1% | -2.4% |
| 3M | -0.7% | +12.1% | -12.7% | -9.6% |
| 6M | +36.4% | +5.4% | +30.9% | +28.2% |
| YTD | +92.4% | -10.0% | +102.4% | +98.5% |
| 1Y | +213.5% | +4.1% | +209.4% | +192.2% |
| 3Y | +277.2% | -5.2% | +282.4% | +261.9% |
| 5Y | +219.1% | -28.2% | +247.4% | +245.2% |
| All | +219.1% | -28.0% | +247.1% | +245.2% |
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