+14,570.5%
DHR vs EL
+1,821.4%
+12,749.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | +1.2% | +1.5% | -0.3% | +0.8% |
| 30D | +3.7% | +10.0% | -6.3% | +0.9% |
| 3M | +14.5% | +28.4% | -13.9% | +6.4% |
| 6M | +40.9% | +37.1% | +3.9% | +27.9% |
| YTD | +2.4% | +7.8% | -5.4% | -2.3% |
| 1Y | +6.1% | +26.0% | -19.9% | -3.2% |
| 3Y | +21.0% | +3.8% | +17.2% | +9.8% |
| 5Y | -11.4% | -65.2% | +53.8% | +7.4% |
| 10Y | +241.8% | +62.1% | +179.7% | +158.7% |
| All | +14,570.5% | +1,821.4% | +12,749.1% | +6,152.8% |
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