+248.5%
DHR vs ECL
+192.9%
+55.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +2.6% | -0.5% | +3.0% | +2.8% |
| 30D | +4.2% | +6.6% | -2.4% | +1.1% |
| 3M | +13.0% | +9.6% | +3.4% | +8.2% |
| 6M | +40.2% | +21.6% | +18.6% | +27.6% |
| YTD | +2.0% | +16.9% | -14.9% | -5.6% |
| 1Y | +6.6% | +17.9% | -11.3% | -1.9% |
| 3Y | +19.9% | +76.5% | -56.6% | -9.7% |
| 5Y | -11.7% | +36.6% | -48.4% | -27.4% |
| All | +248.5% | +192.9% | +55.6% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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