-20.8%
TLT vs DHR
+210.0%
-230.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -1.6% | -5.0% | +3.4% | -1.5% |
| 30D | -1.3% | -3.3% | +2.0% | -1.3% |
| 3M | -3.7% | +9.4% | -13.2% | -3.8% |
| 6M | -6.4% | +3.2% | -9.5% | -6.4% |
| YTD | -4.5% | -12.0% | +7.6% | -4.5% |
| 1Y | -5.9% | +4.9% | -10.8% | -5.9% |
| 3Y | -2.8% | -7.4% | +4.6% | -2.8% |
| 5Y | -35.1% | -29.8% | -5.3% | -36.1% |
| All | -20.8% | +210.0% | -230.8% | -8.7% |
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