+14,183.4%
TER vs DHR
+56,727.0%
-42,543.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.4% |
| 7D | +0.6% | -3.9% | +4.5% | +2.9% |
| 30D | -8.3% | +4.0% | -12.3% | -10.8% |
| 3M | -12.2% | +11.5% | -23.7% | -20.1% |
| 6M | +17.1% | +1.9% | +15.2% | +11.8% |
| YTD | +84.7% | -8.9% | +93.6% | +87.3% |
| 1Y | +199.9% | +5.1% | +194.8% | +177.6% |
| 3Y | +232.8% | -10.3% | +243.0% | +232.9% |
| 5Y | +198.6% | -27.8% | +226.4% | +234.7% |
| 10Y | +1,669.7% | +203.6% | +1,466.1% | +771.0% |
| All | +14,183.4% | +56,727.0% | -42,543.6% | +770.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling