-5.2%
DHR vs ESI
+82.9%
-88.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.8% | +5.4% | -6.2% | -2.1% |
| 30D | +0.2% | -4.2% | +4.4% | +1.1% |
| 3M | +12.1% | -9.6% | +21.7% | +13.1% |
| 6M | +5.4% | +18.3% | -12.9% | -4.6% |
| YTD | -10.0% | +45.8% | -55.8% | -25.0% |
| 1Y | +4.1% | +39.2% | -35.1% | -12.2% |
| 3Y | -5.2% | +86.3% | -91.5% | -33.0% |
| All | -5.2% | +82.9% | -88.1% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling