-4.1%
TLT vs DHR
+40.7%
-44.8%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | +1.0% | +3.7% | -2.7% | +0.8% |
| 3M | -2.7% | +14.5% | -17.2% | -3.7% |
| 6M | -4.1% | +40.9% | -45.1% | -6.9% |
| All | -4.1% | +40.7% | -44.8% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling