-29.8%
DHR vs EFX
-37.1%
+7.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -5.0% | -11.1% | +6.2% | -0.5% |
| 30D | -3.3% | -7.4% | +4.1% | -0.5% |
| 3M | +9.4% | +1.5% | +7.9% | +8.0% |
| 6M | +3.2% | -13.7% | +16.8% | +8.3% |
| YTD | -12.0% | -21.9% | +9.8% | -4.6% |
| 1Y | +4.9% | -30.8% | +35.7% | +19.3% |
| 3Y | -7.4% | -12.4% | +5.0% | -8.8% |
| 5Y | -29.8% | -35.9% | +6.2% | -26.5% |
| All | -29.8% | -37.1% | +7.3% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling