+131.2%
TLT vs DHR
+3,240.6%
-3,109.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | 0.0% |
| 7D | -0.4% | -3.9% | +3.5% | -0.7% |
| 30D | -0.6% | +4.0% | -4.6% | -0.2% |
| 3M | -2.7% | +11.5% | -14.2% | -1.8% |
| 6M | -5.6% | +1.9% | -7.5% | -5.3% |
| YTD | -2.8% | -8.9% | +6.1% | -3.3% |
| 1Y | -1.4% | +5.1% | -6.5% | -0.7% |
| 3Y | -1.6% | -10.3% | +8.7% | -1.8% |
| 5Y | -33.8% | -27.8% | -6.0% | -35.2% |
| 10Y | -21.1% | +203.6% | -224.8% | -5.8% |
| All | +131.2% | +3,240.6% | -3,109.3% | +340.5% |
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