+203.8%
DHR vs EFX
+42.6%
+161.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -4.5% | +0.9% | -2.0% |
| 30D | -2.7% | -6.1% | +3.3% | -0.7% |
| 3M | +10.9% | +6.2% | +4.7% | +7.9% |
| 6M | +3.0% | -11.2% | +14.2% | +6.6% |
| YTD | -12.2% | -21.4% | +9.2% | -5.8% |
| 1Y | +3.3% | -34.3% | +37.6% | +18.1% |
| 3Y | -8.2% | -12.5% | +4.3% | -7.8% |
| 5Y | -29.9% | -35.6% | +5.7% | -24.3% |
| All | +203.8% | +42.6% | +161.2% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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