+157.8%
DHR vs ESTC
+24.7%
+133.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.2% | -2.6% | +2.8% | +0.6% |
| 30D | +6.4% | -8.6% | +15.0% | +7.8% |
| 3M | +13.6% | +14.4% | -0.7% | +10.2% |
| 6M | +41.9% | +73.3% | -31.4% | +27.5% |
| YTD | +3.4% | +15.7% | -12.3% | -1.3% |
| 1Y | +9.9% | -7.6% | +17.4% | +8.6% |
| 3Y | +21.6% | +14.6% | +7.0% | +9.2% |
| 5Y | -10.6% | -50.0% | +39.4% | -12.3% |
| All | +157.8% | +24.7% | +133.1% | +89.4% |
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