+203.8%
DHR vs EME
+1,362.1%
-1,158.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.1% |
| 7D | -3.6% | +3.5% | -7.1% | -4.4% |
| 30D | -2.7% | -6.3% | +3.6% | -1.6% |
| 3M | +10.9% | -3.8% | +14.7% | +10.8% |
| 6M | +3.0% | +8.5% | -5.5% | -0.4% |
| YTD | -12.2% | +27.8% | -40.0% | -18.7% |
| 1Y | +3.3% | +22.2% | -18.9% | -4.4% |
| 3Y | -8.2% | +253.5% | -261.7% | -38.4% |
| 5Y | -29.9% | +578.6% | -608.5% | -61.4% |
| All | +203.8% | +1,362.1% | -1,158.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling