-28.2%
DHR vs EL
-68.7%
+40.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.5% |
| 7D | -2.4% | -2.4% | -0.1% | -1.9% |
| 30D | -2.2% | +13.7% | -15.8% | -5.2% |
| 3M | +9.0% | +14.5% | -5.5% | +5.2% |
| 6M | +3.5% | +7.4% | -3.9% | +0.6% |
| YTD | -10.1% | -4.7% | -5.4% | -10.9% |
| 1Y | +6.2% | +12.9% | -6.7% | +0.4% |
| 3Y | -5.4% | -32.2% | +26.9% | -2.6% |
| All | -28.2% | -68.7% | +40.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling