+203.8%
DHR vs ED
+108.5%
+95.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | +10.9% | +0.5% | +10.5% | +10.8% |
| 6M | +3.0% | -3.1% | +6.2% | +3.8% |
| YTD | -12.2% | +9.8% | -22.0% | -15.0% |
| 1Y | +3.3% | +12.6% | -9.3% | -0.9% |
| 3Y | -8.2% | +31.4% | -39.6% | -17.6% |
| 5Y | -29.9% | +69.4% | -99.3% | -42.2% |
| All | +203.8% | +108.5% | +95.3% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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