+203.8%
DHR vs EFA
+146.6%
+57.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.0% |
| 7D | -3.6% | -1.5% | -2.1% | -2.5% |
| 30D | -2.7% | -1.7% | -1.1% | -1.4% |
| 3M | +10.9% | +3.5% | +7.4% | +7.6% |
| 6M | +3.0% | +9.5% | -6.4% | -4.9% |
| YTD | -12.2% | +12.9% | -25.1% | -21.0% |
| 1Y | +3.3% | +18.2% | -14.9% | -10.5% |
| 3Y | -8.2% | +64.8% | -73.0% | -39.0% |
| 5Y | -29.9% | +53.9% | -83.8% | -51.4% |
| All | +203.8% | +146.6% | +57.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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