+62,276.4%
DHR vs ES
+1,229.2%
+61,047.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +7.0% | +5.7% | +1.2% | +4.9% |
| 3M | +15.0% | -2.8% | +17.8% | +15.7% |
| 6M | +37.9% | +7.0% | +30.9% | +34.5% |
| YTD | +3.3% | +6.8% | -3.5% | +0.5% |
| 1Y | +12.8% | -0.5% | +13.3% | +11.8% |
| 3Y | +22.4% | +47.2% | -24.8% | +5.3% |
| 5Y | -9.1% | +2.3% | -11.3% | -12.3% |
| 10Y | +247.9% | +85.6% | +162.3% | +173.7% |
| All | +62,276.4% | +1,229.2% | +61,047.1% | +27,514.7% |
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 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