+12,774.2%
DHR vs EL
+1,598.2%
+11,176.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.6% |
| 7D | -2.4% | -2.4% | -0.1% | -1.8% |
| 30D | -2.2% | +13.7% | -15.8% | -5.8% |
| 3M | +9.0% | +14.5% | -5.5% | +4.5% |
| 6M | +3.5% | +7.4% | -3.9% | 0.0% |
| YTD | -10.1% | -4.7% | -5.4% | -11.1% |
| 1Y | +6.2% | +12.9% | -6.7% | -0.6% |
| 3Y | -5.4% | -32.2% | +26.9% | -3.6% |
| 5Y | -27.9% | -68.4% | +40.5% | -10.3% |
| 10Y | +215.7% | +28.3% | +187.5% | +155.2% |
| All | +12,774.2% | +1,598.2% | +11,176.0% | +5,585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling