+15,622.1%
DHR vs EME
+61,154.1%
-45,531.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.4% |
| 7D | -2.4% | +2.7% | -5.1% | -3.1% |
| 30D | -2.2% | -6.8% | +4.6% | -0.7% |
| 3M | +9.0% | -8.8% | +17.8% | +10.1% |
| 6M | +3.5% | +5.0% | -1.5% | +0.6% |
| YTD | -10.1% | +23.5% | -33.6% | -16.3% |
| 1Y | +6.2% | +21.3% | -15.1% | -1.6% |
| 3Y | -5.4% | +241.1% | -246.4% | -33.9% |
| 5Y | -27.9% | +549.2% | -577.0% | -57.5% |
| 10Y | +215.7% | +1,306.4% | -1,090.7% | +46.9% |
| All | +15,622.1% | +61,154.1% | -45,531.9% | +4,835.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling