-27.9%
DHR vs EMB
+7.1%
-35.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.2% | -0.3% | -1.9% | -1.9% |
| 3M | +9.0% | -0.3% | +9.2% | +9.2% |
| 6M | +3.5% | +0.7% | +2.7% | +2.6% |
| YTD | -10.1% | +1.3% | -11.4% | -11.3% |
| 1Y | +6.2% | +4.7% | +1.5% | +1.0% |
| 3Y | -5.4% | +30.1% | -35.5% | -27.5% |
| 5Y | -27.9% | +6.9% | -34.8% | -38.2% |
| All | -27.9% | +7.1% | -35.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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