+119.3%
DHR vs ESTC
+19.3%
+100.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.5% |
| 7D | -5.0% | -13.2% | +8.2% | -2.7% |
| 30D | -3.3% | +9.3% | -12.7% | -5.3% |
| 3M | +9.4% | +37.3% | -27.9% | +2.8% |
| 6M | +3.2% | +61.0% | -57.9% | -6.2% |
| YTD | -12.0% | +10.7% | -22.7% | -15.3% |
| 1Y | +4.9% | -7.2% | +12.1% | +3.6% |
| 3Y | -7.4% | +7.2% | -14.5% | -15.9% |
| 5Y | -29.8% | -47.7% | +18.0% | -31.9% |
| All | +119.3% | +19.3% | +100.1% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling