-27.9%
DHR vs EMR
+60.6%
-88.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -2.2% | -5.0% | +2.8% | -0.2% |
| 3M | +9.0% | +5.9% | +3.0% | +5.6% |
| 6M | +3.5% | +7.3% | -3.8% | -0.7% |
| YTD | -10.1% | +14.6% | -24.7% | -17.0% |
| 1Y | +6.2% | +15.6% | -9.4% | -2.7% |
| 3Y | -5.4% | +60.2% | -65.5% | -27.4% |
| 5Y | -27.9% | +65.8% | -93.7% | -48.4% |
| All | -27.9% | +60.6% | -88.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling