+2.8%
TLT vs DHR
+21.0%
-18.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | +1.0% | +3.7% | -2.7% | +0.7% |
| 3M | -2.7% | +14.5% | -17.2% | -3.8% |
| 6M | -4.1% | +40.9% | -45.1% | -6.9% |
| YTD | -5.4% | +2.4% | -7.8% | -5.8% |
| 1Y | -7.0% | +6.1% | -13.1% | -7.7% |
| 3Y | +2.8% | +21.0% | -18.2% | -0.1% |
| All | +2.8% | +21.0% | -18.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling