+4.6%
TSLA vs DHR
+5.2%
-0.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -6.0% |
| 7D | +1.5% | -3.9% | +5.4% | +1.3% |
| 30D | +10.1% | +4.0% | +6.1% | +10.5% |
| 3M | -15.4% | +11.5% | -26.9% | -14.4% |
| 6M | -12.8% | +1.9% | -14.6% | -10.7% |
| YTD | -21.3% | -8.9% | -12.4% | -18.7% |
| 1Y | +4.6% | +5.1% | -0.5% | +6.4% |
| All | +4.6% | +5.2% | -0.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling