+2.1%
DHR vs EOSE
-58.6%
+60.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | -2.4% | +15.0% | -17.4% | -2.9% |
| 30D | -2.2% | +2.5% | -4.6% | -2.4% |
| 3M | +9.0% | -33.7% | +42.7% | +9.9% |
| 6M | +3.5% | -32.7% | +36.2% | +3.6% |
| YTD | -10.1% | -63.8% | +53.6% | -8.7% |
| 1Y | +6.2% | -40.5% | +46.7% | +4.8% |
| 3Y | -5.4% | +50.4% | -55.7% | -14.5% |
| 5Y | -27.9% | -68.6% | +40.7% | -37.5% |
| All | +2.1% | -58.6% | +60.8% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling