-27.9%
DHR vs ED
+66.4%
-94.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -2.2% | +1.9% | -4.1% | -2.7% |
| 3M | +9.0% | +1.9% | +7.1% | +8.5% |
| 6M | +3.5% | -2.3% | +5.7% | +3.9% |
| YTD | -10.1% | +10.9% | -21.0% | -12.8% |
| 1Y | +6.2% | +14.5% | -8.3% | +1.9% |
| 3Y | -5.4% | +33.4% | -38.7% | -16.1% |
| 5Y | -27.9% | +67.3% | -95.2% | -36.4% |
| All | -27.9% | +66.4% | -94.3% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling