+610.7%
DHR vs ESI
+224.6%
+386.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.1% |
| 7D | -3.9% | +3.3% | -7.2% | -4.5% |
| 30D | +4.0% | -5.9% | +9.9% | +5.0% |
| 3M | +11.5% | -14.1% | +25.6% | +13.6% |
| 6M | +1.9% | +6.6% | -4.7% | -1.1% |
| YTD | -8.9% | +45.0% | -53.9% | -16.8% |
| 1Y | +5.1% | +41.5% | -36.4% | -3.8% |
| 3Y | -10.3% | +78.8% | -89.0% | -22.0% |
| 5Y | -27.8% | +70.9% | -98.7% | -37.5% |
| 10Y | +203.6% | +317.1% | -113.4% | +128.1% |
| All | +610.7% | +224.6% | +386.0% | +456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling