-34.9%
TLT vs DHR
-28.4%
-6.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.3% | -2.4% | +2.1% | -0.1% |
| 30D | 0.0% | -2.2% | +2.1% | +0.1% |
| 3M | -2.9% | +9.0% | -11.8% | -3.6% |
| 6M | -6.3% | +3.5% | -9.7% | -6.7% |
| YTD | -3.3% | -10.1% | +6.8% | -2.8% |
| 1Y | -4.2% | +6.2% | -10.4% | -5.0% |
| 3Y | -1.7% | -5.4% | +3.7% | -2.1% |
| 5Y | -34.9% | -27.9% | -7.0% | -34.0% |
| All | -34.9% | -28.4% | -6.5% | -34.0% |
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