-27.9%
DHR vs ELF
+230.6%
-258.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | -2.4% | -6.8% | +4.4% | -1.7% |
| 30D | -2.2% | +5.1% | -7.2% | -2.7% |
| 3M | +9.0% | +79.8% | -70.8% | +2.1% |
| 6M | +3.5% | +29.7% | -26.2% | 0.0% |
| YTD | -10.1% | +31.6% | -41.8% | -13.7% |
| 1Y | +6.2% | -27.9% | +34.1% | +7.6% |
| 3Y | -5.4% | -26.4% | +21.1% | -10.1% |
| 5Y | -27.9% | +235.6% | -263.5% | -55.5% |
| All | -27.9% | +230.6% | -258.5% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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