+249.4%
DHR vs ES
+87.3%
+162.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.6% | +0.9% | +1.8% | +2.2% |
| 30D | +7.4% | +5.9% | +1.5% | +4.9% |
| 3M | +13.0% | -1.0% | +14.0% | +13.0% |
| 6M | +38.5% | +7.2% | +31.3% | +34.4% |
| YTD | +3.8% | +7.0% | -3.2% | +0.3% |
| 1Y | +12.6% | +0.5% | +12.2% | +11.1% |
| 3Y | +22.0% | +48.7% | -26.7% | +0.8% |
| 5Y | -9.5% | +1.9% | -11.5% | -13.2% |
| 10Y | +249.4% | +89.2% | +160.2% | +185.7% |
| All | +249.4% | +87.3% | +162.0% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling