+54,893.9%
DHR vs ES
+1,243.3%
+53,650.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +4.0% | -2.0% | +6.0% | +4.6% |
| 3M | +11.5% | +1.7% | +9.8% | +10.8% |
| 6M | +1.9% | -3.5% | +5.4% | +2.8% |
| YTD | -8.9% | +7.9% | -16.8% | -11.5% |
| 1Y | +5.1% | +17.2% | -12.1% | -1.2% |
| 3Y | -10.3% | +29.3% | -39.6% | -19.4% |
| 5Y | -27.8% | -5.7% | -22.0% | -28.5% |
| 10Y | +203.6% | +85.2% | +118.4% | +139.4% |
| All | +54,893.9% | +1,243.3% | +53,650.6% | +24,223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling