+1,733.3%
DHR vs EFV
+253.2%
+1,480.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | +9.0% | +8.4% | +0.5% | +3.2% |
| 6M | +3.5% | +12.3% | -8.9% | -4.4% |
| YTD | -10.1% | +17.4% | -27.5% | -19.4% |
| 1Y | +6.2% | +27.1% | -20.9% | -9.5% |
| 3Y | -5.4% | +90.7% | -96.1% | -37.7% |
| 5Y | -27.9% | +95.6% | -123.5% | -53.5% |
| 10Y | +215.7% | +165.3% | +50.4% | +64.0% |
| All | +1,733.3% | +253.2% | +1,480.2% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling