-11.7%
DHR vs EIX
+17.2%
-29.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +2.6% | -1.5% | +4.0% | +2.9% |
| 30D | +4.2% | +8.1% | -3.9% | +2.3% |
| 3M | +13.0% | -12.1% | +25.2% | +15.3% |
| 6M | +40.2% | -13.4% | +53.6% | +42.9% |
| YTD | +2.0% | +5.6% | -3.6% | -3.4% |
| 1Y | +6.6% | +7.8% | -1.2% | +0.1% |
| 3Y | +19.9% | +9.8% | +10.1% | +6.8% |
| 5Y | -11.7% | +18.8% | -30.6% | -23.7% |
| All | -11.7% | +17.2% | -29.0% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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