+204.4%
DHR vs ESI
+310.7%
-106.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.0% |
| 7D | -5.0% | -2.3% | -2.7% | -4.4% |
| 30D | -3.3% | -9.0% | +5.7% | -1.2% |
| 3M | +9.4% | -13.3% | +22.7% | +11.9% |
| 6M | +3.2% | +5.3% | -2.1% | -1.2% |
| YTD | -12.0% | +37.6% | -49.6% | -22.2% |
| 1Y | +4.9% | +33.6% | -28.7% | -6.8% |
| 3Y | -7.4% | +75.8% | -83.1% | -25.0% |
| 5Y | -29.8% | +68.6% | -98.3% | -43.5% |
| All | +204.4% | +310.7% | -106.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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