-10.0%
DHR vs ESI
+36.5%
-46.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +1.2% | +5.5% | -4.3% | -0.5% |
| 30D | +3.7% | -7.8% | +11.5% | +5.9% |
| 3M | +14.5% | -15.0% | +29.5% | +19.3% |
| 6M | +40.9% | -24.9% | +65.8% | +50.3% |
| YTD | +2.4% | +33.2% | -30.8% | -14.5% |
| 1Y | +6.1% | +24.9% | -18.8% | -9.2% |
| 3Y | +21.0% | +77.8% | -56.7% | -14.9% |
| All | -10.0% | +36.5% | -46.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling