+2.7%
TSM vs DHR
+37.6%
-34.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.2% |
| 7D | +4.4% | +0.2% | +4.3% | +4.3% |
| 30D | -7.0% | +6.4% | -13.4% | -6.0% |
| 3M | -1.8% | +13.6% | -15.4% | +0.8% |
| 6M | +2.7% | +41.9% | -39.2% | +7.0% |
| All | +2.7% | +37.6% | -34.9% | +7.0% |
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 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