+47.6%
TSLA vs DHR
-30.1%
+77.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -3.6% | +6.8% | +5.0% |
| 30D | +11.6% | -2.7% | +14.3% | +13.0% |
| 3M | -8.4% | +10.9% | -19.4% | -14.8% |
| 6M | -10.4% | +3.0% | -13.4% | -13.7% |
| YTD | -18.7% | -12.2% | -6.5% | -14.6% |
| 1Y | -0.9% | +3.3% | -4.2% | -6.7% |
| 3Y | +33.6% | -8.2% | +41.8% | +27.3% |
| All | +47.6% | -30.1% | +77.7% | +46.9% |
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 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