+215.7%
DHR vs ES
+83.1%
+132.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -2.2% | -1.0% | -1.1% | -1.9% |
| 3M | +9.0% | +1.5% | +7.5% | +8.3% |
| 6M | +3.5% | -3.5% | +7.0% | +4.5% |
| YTD | -10.1% | +7.0% | -17.1% | -12.9% |
| 1Y | +6.2% | +15.3% | -9.1% | -0.8% |
| 3Y | -5.4% | +30.2% | -35.6% | -17.3% |
| 5Y | -27.9% | -4.3% | -23.6% | -29.0% |
| 10Y | +215.7% | +87.5% | +128.3% | +158.0% |
| All | +215.7% | +83.1% | +132.6% | +158.0% |
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