-8.0%
DHR vs EFV
+88.2%
-96.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -5.0% | -2.0% | -3.0% | -3.5% |
| 30D | -3.3% | -0.2% | -3.1% | -3.2% |
| 3M | +9.4% | +9.1% | +0.3% | +1.9% |
| 6M | +3.2% | +11.7% | -8.5% | -6.0% |
| YTD | -12.0% | +17.0% | -29.1% | -23.3% |
| 1Y | +4.9% | +26.7% | -21.8% | -14.6% |
| All | -8.0% | +88.2% | -96.2% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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