+54,893.9%
DHR vs EMR
+4,039.8%
+50,854.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.4% |
| 7D | -3.9% | -1.5% | -2.4% | -3.3% |
| 30D | +4.0% | -5.6% | +9.6% | +6.5% |
| 3M | +11.5% | +7.9% | +3.6% | +7.1% |
| 6M | +1.9% | +6.0% | -4.2% | -1.8% |
| YTD | -8.9% | +16.4% | -25.4% | -16.3% |
| 1Y | +5.1% | +16.6% | -11.5% | -3.8% |
| 3Y | -10.3% | +62.9% | -73.2% | -30.8% |
| 5Y | -27.8% | +60.1% | -87.9% | -44.5% |
| 10Y | +203.6% | +268.8% | -65.1% | +45.2% |
| All | +54,893.9% | +4,039.8% | +50,854.1% | +9,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling