-28.2%
DHR vs ESTC
-47.2%
+19.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.6% |
| 7D | -0.8% | -4.3% | +3.5% | -0.2% |
| 30D | +0.2% | +17.7% | -17.5% | -2.8% |
| 3M | +12.1% | +42.3% | -30.2% | +5.3% |
| 6M | +5.4% | +64.6% | -59.1% | -3.7% |
| YTD | -10.0% | +17.2% | -27.2% | -13.7% |
| 1Y | +4.1% | -4.2% | +8.3% | +2.5% |
| 3Y | -5.2% | +13.5% | -18.7% | -14.2% |
| 5Y | -28.2% | -45.5% | +17.3% | -35.0% |
| All | -28.2% | -47.2% | +19.0% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling