+54,149.7%
DHR vs EFX
+6,078.9%
+48,070.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -2.4% | -9.4% | +7.0% | +0.7% |
| 30D | -2.2% | -6.9% | +4.7% | 0.0% |
| 3M | +9.0% | +0.1% | +8.8% | +8.3% |
| 6M | +3.5% | -17.3% | +20.8% | +9.2% |
| YTD | -10.1% | -21.8% | +11.7% | -4.1% |
| 1Y | +6.2% | -32.5% | +38.7% | +18.6% |
| 3Y | -5.4% | -12.3% | +7.0% | -4.6% |
| 5Y | -27.9% | -36.6% | +8.7% | -20.8% |
| 10Y | +215.7% | +41.0% | +174.7% | +157.8% |
| All | +54,149.7% | +6,078.9% | +48,070.8% | +16,857.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling