+124.1%
DHR vs ESTC
+23.7%
+100.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -2.4% | -3.3% | +0.9% | -1.9% |
| 30D | -2.2% | +13.4% | -15.6% | -4.8% |
| 3M | +9.0% | +41.3% | -32.4% | +1.9% |
| 6M | +3.5% | +62.6% | -59.1% | -6.0% |
| YTD | -10.1% | +14.8% | -24.9% | -14.0% |
| 1Y | +6.2% | -5.1% | +11.2% | +4.5% |
| 3Y | -5.4% | +11.2% | -16.5% | -14.6% |
| 5Y | -27.9% | -47.0% | +19.1% | -30.2% |
| All | +124.1% | +23.7% | +100.4% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling