+203.8%
DHR vs EAT
+374.9%
-171.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | -7.7% | +4.1% | -3.0% |
| 30D | -2.7% | -13.6% | +10.8% | -1.6% |
| 3M | +10.9% | +33.9% | -22.9% | +8.0% |
| 6M | +3.0% | +47.2% | -44.2% | -0.9% |
| YTD | -12.2% | +48.1% | -60.3% | -15.7% |
| 1Y | +3.3% | +33.7% | -30.4% | -0.2% |
| 3Y | -8.2% | +595.8% | -604.0% | -25.0% |
| 5Y | -29.9% | +314.4% | -344.3% | -41.6% |
| All | +203.8% | +374.9% | -171.2% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling