+3,448.8%
DHR vs EFA
+386.6%
+3,062.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -2.2% | -1.3% | -0.8% | -1.2% |
| 3M | +9.0% | +5.2% | +3.8% | +4.6% |
| 6M | +3.5% | +9.4% | -5.9% | -3.8% |
| YTD | -10.1% | +12.7% | -22.9% | -18.3% |
| 1Y | +6.2% | +19.3% | -13.1% | -7.3% |
| 3Y | -5.4% | +66.3% | -71.7% | -35.1% |
| 5Y | -27.9% | +53.4% | -81.2% | -47.6% |
| 10Y | +215.7% | +144.4% | +71.3% | +62.5% |
| All | +3,448.8% | +386.6% | +3,062.2% | +840.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling