+204.4%
DHR vs EL
+25.3%
+179.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | -5.0% | -4.4% | -0.6% | -3.9% |
| 30D | -3.3% | +10.3% | -13.6% | -6.1% |
| 3M | +9.4% | +13.4% | -3.9% | +5.3% |
| 6M | +3.2% | +3.1% | +0.1% | +1.0% |
| YTD | -12.0% | -6.9% | -5.1% | -12.4% |
| 1Y | +4.9% | +11.9% | -7.0% | -1.5% |
| 3Y | -7.4% | -33.8% | +26.5% | -4.2% |
| 5Y | -29.8% | -69.0% | +39.2% | -8.8% |
| All | +204.4% | +25.3% | +179.1% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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