-28.0%
DHR vs EFV
+95.9%
-123.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.0% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -2.7% | +0.6% | -3.4% | -3.2% |
| 3M | +10.9% | +7.5% | +3.4% | +4.7% |
| 6M | +3.0% | +13.0% | -10.0% | -6.8% |
| YTD | -12.2% | +18.3% | -30.5% | -23.6% |
| 1Y | +3.3% | +26.7% | -23.4% | -14.9% |
| 3Y | -8.2% | +89.6% | -97.8% | -44.6% |
| All | -28.0% | +95.9% | -123.9% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling