-28.0%
DHR vs EOSE
-70.0%
+42.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -3.6% | +1.8% | -5.4% | -3.7% |
| 30D | -2.7% | -6.8% | +4.1% | -2.7% |
| 3M | +10.9% | -36.3% | +47.2% | +12.1% |
| 6M | +3.0% | -38.8% | +41.8% | +3.5% |
| YTD | -12.2% | -65.5% | +53.3% | -10.5% |
| 1Y | +3.3% | -45.3% | +48.6% | +2.1% |
| 3Y | -8.2% | +44.2% | -52.4% | -18.0% |
| All | -28.0% | -70.0% | +42.0% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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