+155.3%
DHR vs ESTC
+25.9%
+129.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +1.2% | +2.4% | -1.2% | +0.8% |
| 30D | +3.7% | -4.2% | +8.0% | +4.3% |
| 3M | +14.5% | +2.5% | +12.0% | +13.3% |
| 6M | +40.9% | +81.5% | -40.6% | +25.7% |
| YTD | +2.4% | +16.8% | -14.4% | -2.5% |
| 1Y | +6.1% | -3.5% | +9.6% | +4.1% |
| 3Y | +21.0% | +17.7% | +3.3% | +8.1% |
| 5Y | -11.4% | -51.7% | +40.3% | -12.5% |
| All | +155.3% | +25.9% | +129.4% | +87.2% |
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