-10.0%
DHR vs EMB
+7.3%
-17.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +1.2% | -0.9% | +2.1% | +2.3% |
| 30D | +3.7% | +0.4% | +3.4% | +3.4% |
| 3M | +14.5% | -3.1% | +17.6% | +18.7% |
| 6M | +40.9% | -2.1% | +43.0% | +44.3% |
| YTD | +2.4% | -1.1% | +3.5% | +3.7% |
| 1Y | +6.1% | -0.1% | +6.2% | +6.3% |
| 3Y | +21.0% | +29.6% | -8.6% | -7.4% |
| All | -10.0% | +7.3% | -17.3% | -19.3% |
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