+22.2%
DHR vs ED
+47.9%
-25.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | +6.4% | +11.2% | -4.8% | +5.8% |
| 3M | +13.6% | +11.8% | +1.9% | +13.0% |
| 6M | +41.9% | +14.1% | +27.8% | +41.1% |
| YTD | +3.4% | +23.0% | -19.6% | +2.3% |
| 1Y | +9.9% | +23.7% | -13.8% | +8.6% |
| All | +22.2% | +47.9% | -25.7% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling