-28.0%
DHR vs DE
+97.2%
-125.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -2.6% | -1.1% | -3.0% |
| 30D | -2.7% | +9.0% | -11.8% | -5.0% |
| 3M | +10.9% | +19.1% | -8.2% | +5.7% |
| 6M | +3.0% | +14.4% | -11.3% | -1.1% |
| YTD | -12.2% | +45.9% | -58.1% | -21.4% |
| 1Y | +3.3% | +43.6% | -40.3% | -7.3% |
| 3Y | -8.2% | +75.9% | -84.1% | -22.5% |
| All | -28.0% | +97.2% | -125.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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