-28.0%
DHR vs ELV
+24.6%
-52.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -3.5% |
| 7D | -3.6% | +2.8% | -6.4% | -4.2% |
| 30D | -2.7% | +4.9% | -7.7% | -3.9% |
| 3M | +10.9% | +4.9% | +6.0% | +9.2% |
| 6M | +3.0% | +45.1% | -42.0% | -6.5% |
| YTD | -12.2% | +20.7% | -32.9% | -17.2% |
| 1Y | +3.3% | +35.0% | -31.7% | -5.8% |
| 3Y | -8.2% | -2.4% | -5.8% | -10.9% |
| All | -28.0% | +24.6% | -52.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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