+698.9%
DHR vs ESI
+198.2%
+500.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.2% | +5.5% | -4.3% | +0.2% |
| 30D | +3.7% | -7.8% | +11.5% | +5.0% |
| 3M | +14.5% | -15.0% | +29.5% | +17.3% |
| 6M | +40.9% | -24.9% | +65.8% | +46.5% |
| YTD | +2.4% | +33.2% | -30.8% | -5.4% |
| 1Y | +6.1% | +24.9% | -18.8% | -0.9% |
| 3Y | +21.0% | +77.8% | -56.7% | +5.0% |
| 5Y | -11.4% | +37.1% | -48.6% | -20.9% |
| 10Y | +241.8% | +320.5% | -78.7% | +158.8% |
| All | +698.9% | +198.2% | +500.6% | +533.2% |
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