+203.8%
DHR vs ECL
+160.1%
+43.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.0% |
| 7D | -3.6% | -1.1% | -2.5% | -3.1% |
| 30D | -2.7% | -0.8% | -1.9% | -2.4% |
| 3M | +10.9% | +5.0% | +5.9% | +8.4% |
| 6M | +3.0% | +0.2% | +2.8% | +2.5% |
| YTD | -12.2% | +5.8% | -18.0% | -14.9% |
| 1Y | +3.3% | +1.5% | +1.8% | +1.7% |
| 3Y | -8.2% | +55.0% | -63.2% | -26.7% |
| 5Y | -29.9% | +29.3% | -59.2% | -40.8% |
| All | +203.8% | +160.1% | +43.7% | +77.5% |
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