+4.9%
DHR vs EMR
+13.6%
-8.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | -3.3% | -9.4% | +6.1% | -0.7% |
| 3M | +9.4% | +8.6% | +0.9% | +6.3% |
| 6M | +3.2% | +6.7% | -3.5% | +0.4% |
| YTD | -12.0% | +13.1% | -25.1% | -16.9% |
| 1Y | +4.9% | +12.7% | -7.8% | -1.1% |
| All | +4.9% | +13.6% | -8.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling