-27.9%
DHR vs ECL
+25.4%
-53.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -1.1% |
| 30D | -2.2% | -4.3% | +2.1% | 0.0% |
| 3M | +9.0% | +3.2% | +5.7% | +7.2% |
| 6M | +3.5% | -2.9% | +6.4% | +4.6% |
| YTD | -10.1% | +4.3% | -14.4% | -12.5% |
| 1Y | +6.2% | +1.6% | +4.5% | +4.3% |
| 3Y | -5.4% | +54.3% | -59.6% | -26.6% |
| 5Y | -27.9% | +26.5% | -54.4% | -44.4% |
| All | -27.9% | +25.4% | -53.3% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling