+61,491.1%
DHR vs EMR
+4,421.8%
+57,069.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +2.6% | +2.7% | -0.1% | +1.4% |
| 30D | +4.2% | +2.1% | +2.1% | +3.2% |
| 3M | +13.0% | +2.3% | +10.8% | +11.6% |
| 6M | +40.2% | +22.5% | +17.7% | +27.1% |
| YTD | +2.0% | +27.2% | -25.2% | -10.0% |
| 1Y | +6.6% | +28.0% | -21.4% | -6.3% |
| 3Y | +19.9% | +103.4% | -83.5% | -16.1% |
| 5Y | -11.7% | +88.2% | -99.9% | -36.8% |
| 10Y | +240.6% | +280.3% | -39.8% | +61.1% |
| All | +61,491.1% | +4,421.8% | +57,069.3% | +9,829.7% |
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