+54,893.9%
DHR vs ECL
+13,009.7%
+41,884.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | -2.6% | -1.3% | -2.8% |
| 30D | +4.0% | -2.2% | +6.2% | +5.0% |
| 3M | +11.5% | +10.1% | +1.4% | +6.9% |
| 6M | +1.9% | -5.7% | +7.6% | +4.1% |
| YTD | -8.9% | +7.0% | -15.9% | -11.9% |
| 1Y | +5.1% | +2.7% | +2.4% | +3.1% |
| 3Y | -10.3% | +57.7% | -68.0% | -27.5% |
| 5Y | -27.8% | +31.1% | -58.9% | -37.8% |
| 10Y | +203.6% | +150.9% | +52.8% | +91.0% |
| All | +54,893.9% | +13,009.7% | +41,884.2% | +11,429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling