+9.9%
DHR vs ESTC
-5.7%
+15.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.2% | -2.6% | +2.8% | +0.4% |
| 30D | +6.4% | -8.6% | +15.0% | +7.3% |
| 3M | +13.6% | +14.4% | -0.7% | +11.9% |
| 6M | +41.9% | +73.3% | -31.4% | +33.6% |
| YTD | +3.4% | +15.7% | -12.3% | -0.5% |
| 1Y | +9.9% | -7.6% | +17.4% | +5.5% |
| All | +9.9% | -5.7% | +15.6% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling